+545.8%
PBR vs IWD
+205.2%
+340.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -3.1% |
| 7D | -9.1% | -0.6% | -8.6% | -8.5% |
| 30D | -29.9% | +3.6% | -33.5% | -33.4% |
| 3M | +2.3% | +2.7% | -0.4% | -1.9% |
| 6M | -10.9% | +13.2% | -24.1% | -25.5% |
| YTD | +56.9% | +26.8% | +30.1% | +11.7% |
| 1Y | +38.0% | +29.3% | +8.8% | -4.6% |
| 3Y | +64.8% | +85.1% | -20.3% | -32.9% |
| 5Y | +447.1% | +74.2% | +372.9% | +135.5% |
| 10Y | +545.8% | +204.6% | +341.2% | +22.1% |
| All | +545.8% | +205.2% | +340.6% | +22.1% |
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