+469.6%
PBR vs IWD
+73.2%
+396.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -13.3% | +1.6% | -14.9% | -14.3% |
| 30D | -27.7% | +3.6% | -31.3% | -29.6% |
| 3M | +2.7% | +2.0% | +0.6% | +1.0% |
| 6M | -6.7% | +13.1% | -19.8% | -14.9% |
| YTD | +60.9% | +26.2% | +34.8% | +34.7% |
| 1Y | +46.6% | +29.6% | +17.0% | +20.1% |
| 3Y | +69.1% | +84.3% | -15.3% | +4.5% |
| 5Y | +469.6% | +73.4% | +396.2% | +284.7% |
| All | +469.6% | +73.2% | +396.4% | +284.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling