+192.8%
PM vs IWD
+198.0%
-5.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -4.9% | -0.3% | -4.6% | -4.7% |
| 30D | -3.4% | +0.6% | -4.0% | -3.8% |
| 3M | +5.2% | +7.2% | -2.1% | 0.0% |
| 6M | +3.7% | +16.2% | -12.5% | -6.8% |
| YTD | +15.8% | +23.3% | -7.6% | -0.3% |
| 1Y | +17.4% | +29.6% | -12.2% | -2.6% |
| 3Y | +116.9% | +70.5% | +46.5% | +44.8% |
| 5Y | +117.3% | +73.5% | +43.8% | +41.6% |
| All | +192.8% | +198.0% | -5.2% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling