+64.2%
IWM vs PLD
+31.5%
+32.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | -2.0% | -0.8% | -1.2% | -1.6% |
| 30D | -1.5% | -0.3% | -1.2% | -1.4% |
| 3M | -8.0% | -8.0% | 0.0% | -4.5% |
| 6M | -4.1% | -9.8% | +5.7% | 0.0% |
| YTD | +11.9% | +1.8% | +10.1% | +9.6% |
| 1Y | +15.0% | +5.6% | +9.4% | +10.6% |
| 3Y | +64.2% | +33.3% | +30.9% | +31.4% |
| All | +64.2% | +31.5% | +32.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling