+1,573.8%
PBR vs IWD
+707.7%
+866.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.0% |
| 7D | +8.6% | -0.3% | +8.9% | +8.9% |
| 30D | +12.8% | +0.6% | +12.2% | +11.7% |
| 3M | +14.7% | +7.2% | +7.4% | +3.2% |
| 6M | +25.2% | +16.2% | +9.0% | -0.4% |
| YTD | +77.1% | +23.3% | +53.8% | +29.4% |
| 1Y | +69.6% | +29.6% | +40.0% | +15.1% |
| 3Y | +95.6% | +70.5% | +25.1% | -12.3% |
| 5Y | +501.8% | +73.5% | +428.3% | +153.6% |
| 10Y | +640.6% | +198.3% | +442.3% | +60.4% |
| All | +1,573.8% | +707.7% | +866.0% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling