+256.8%
PLD vs IWF
+391.9%
-135.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +0.8% |
| 7D | +0.7% | -1.0% | +1.7% | +1.3% |
| 30D | +0.8% | -10.1% | +10.9% | +8.3% |
| 3M | -6.1% | -7.6% | +1.5% | -1.2% |
| 6M | -8.0% | -6.7% | -1.3% | -4.7% |
| YTD | +4.7% | -2.5% | +7.2% | +4.6% |
| 1Y | +7.2% | -2.1% | +9.3% | +6.5% |
| 3Y | +39.2% | +68.6% | -29.4% | -12.1% |
| 5Y | +1.9% | +55.8% | -53.9% | -32.7% |
| 10Y | +256.8% | +383.3% | -126.5% | -5.5% |
| All | +256.8% | +391.9% | -135.1% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling