+232.4%
PM vs IWD
+207.5%
+24.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -5.2% | -0.5% | -4.8% | -4.9% |
| 30D | +2.7% | +2.7% | 0.0% | +0.9% |
| 3M | +6.1% | +0.9% | +5.2% | +5.5% |
| 6M | +18.0% | +10.5% | +7.5% | +9.9% |
| YTD | +26.6% | +23.7% | +2.9% | +8.8% |
| 1Y | +36.7% | +28.7% | +7.9% | +14.2% |
| 3Y | +146.0% | +79.7% | +66.3% | +58.0% |
| 5Y | +164.1% | +69.7% | +94.4% | +75.6% |
| All | +232.4% | +207.5% | +24.9% | +80.3% |
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