+733.6%
IWM vs PLD
+1,433.6%
-700.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.7% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | -3.7% | -0.1% | -3.6% | -3.7% |
| 3M | -9.4% | -7.9% | -1.4% | -6.4% |
| 6M | -3.6% | -7.0% | +3.3% | -1.2% |
| YTD | +10.8% | +3.1% | +7.8% | +8.8% |
| 1Y | +11.9% | +7.1% | +4.8% | +8.1% |
| 3Y | +60.6% | +32.9% | +27.7% | +40.4% |
| 5Y | +19.2% | +1.5% | +17.7% | +14.6% |
| 10Y | +165.3% | +245.9% | -80.5% | +54.7% |
| All | +733.6% | +1,433.6% | -700.0% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling