+19.2%
IWM vs PLD
0.0%
+19.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.5% |
| 7D | -4.6% | +0.4% | -5.0% | -4.8% |
| 30D | -3.7% | -0.1% | -3.6% | -3.7% |
| 3M | -9.4% | -7.9% | -1.4% | -5.7% |
| 6M | -3.6% | -7.0% | +3.3% | -0.8% |
| YTD | +10.8% | +3.1% | +7.8% | +8.0% |
| 1Y | +11.9% | +7.1% | +4.8% | +6.8% |
| 3Y | +60.6% | +32.9% | +27.7% | +33.8% |
| 5Y | +19.2% | +1.5% | +17.7% | +3.4% |
| All | +19.2% | 0.0% | +19.2% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling