+99.9%
PBR vs IWD
+71.7%
+28.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.0% |
| 7D | +2.5% | -0.2% | +2.6% | +2.5% |
| 30D | +19.4% | -0.8% | +20.2% | +19.8% |
| 3M | +20.8% | +8.0% | +12.8% | +14.4% |
| 6M | +23.5% | +18.2% | +5.3% | +9.3% |
| YTD | +83.4% | +22.3% | +61.1% | +57.6% |
| 1Y | +77.6% | +28.9% | +48.7% | +46.0% |
| 3Y | +99.9% | +71.5% | +28.3% | +27.9% |
| All | +99.9% | +71.7% | +28.2% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling