+567.7%
PBR vs IWD
+73.8%
+493.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.1% |
| 7D | +2.5% | -0.2% | +2.6% | +2.5% |
| 30D | +19.4% | -0.8% | +20.2% | +19.9% |
| 3M | +20.8% | +8.0% | +12.8% | +13.9% |
| 6M | +23.5% | +18.2% | +5.3% | +8.5% |
| YTD | +83.4% | +22.3% | +61.1% | +56.6% |
| 1Y | +77.6% | +28.9% | +48.7% | +45.3% |
| 3Y | +99.9% | +71.5% | +28.3% | +29.4% |
| 5Y | +567.7% | +73.6% | +494.1% | +328.6% |
| All | +567.7% | +73.8% | +493.9% | +328.6% |
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