+38.0%
PBR vs IWD
+30.1%
+8.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.4% |
| 7D | -9.1% | -0.6% | -8.6% | -9.3% |
| 30D | -29.9% | +3.6% | -33.5% | -28.8% |
| 3M | +2.3% | +2.7% | -0.4% | +3.6% |
| 6M | -10.9% | +13.2% | -24.1% | -8.2% |
| YTD | +56.9% | +26.8% | +30.1% | +62.4% |
| 1Y | +38.0% | +29.3% | +8.8% | +43.3% |
| All | +38.0% | +30.1% | +8.0% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling