+69.1%
PBR vs IWD
+85.4%
-16.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -13.3% | +1.6% | -14.9% | -14.0% |
| 30D | -27.7% | +3.6% | -31.3% | -29.2% |
| 3M | +2.7% | +2.0% | +0.6% | +1.3% |
| 6M | -6.7% | +13.1% | -19.8% | -13.9% |
| YTD | +60.9% | +26.2% | +34.8% | +36.7% |
| 1Y | +46.6% | +29.6% | +17.0% | +21.8% |
| 3Y | +69.1% | +84.3% | -15.3% | +0.2% |
| All | +69.1% | +85.4% | -16.4% | +0.2% |
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