+676.1%
PBR vs IWD
+195.0%
+481.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.2% |
| 7D | +0.3% | -1.2% | +1.5% | +1.8% |
| 30D | +17.5% | -1.6% | +19.2% | +19.9% |
| 3M | +20.9% | +7.0% | +13.9% | +9.6% |
| 6M | +20.2% | +17.0% | +3.3% | -4.0% |
| YTD | +84.3% | +21.6% | +62.7% | +39.0% |
| 1Y | +77.1% | +28.0% | +49.1% | +24.1% |
| 3Y | +100.8% | +70.6% | +30.3% | -8.4% |
| 5Y | +556.1% | +73.3% | +482.8% | +180.5% |
| 10Y | +676.1% | +200.5% | +475.5% | +33.6% |
| All | +676.1% | +195.0% | +481.0% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling