+240.3%
PLD vs IWF
+409.9%
-169.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.1% |
| 7D | -0.9% | +1.5% | -2.4% | -1.9% |
| 30D | -1.2% | -1.3% | +0.1% | -0.4% |
| 3M | -2.3% | +0.1% | -2.4% | -3.2% |
| 6M | +4.5% | +10.3% | -5.8% | -3.9% |
| YTD | +10.1% | +4.2% | +6.0% | +5.4% |
| 1Y | +25.9% | +9.3% | +16.6% | +15.7% |
| 3Y | +24.4% | +79.3% | -54.9% | -24.6% |
| 5Y | +15.5% | +73.8% | -58.3% | -29.7% |
| 10Y | +240.3% | +410.9% | -170.6% | -20.5% |
| All | +240.3% | +409.9% | -169.6% | -20.5% |
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