+250.9%
PM vs IWD
+203.8%
+47.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -6.6% | +1.6% | -8.2% | -7.6% |
| 30D | -3.4% | +3.6% | -7.0% | -5.8% |
| 3M | +5.3% | +2.0% | +3.3% | +3.8% |
| 6M | +15.5% | +13.1% | +2.5% | +5.8% |
| YTD | +24.3% | +26.2% | -1.9% | +5.2% |
| 1Y | +29.7% | +29.6% | +0.1% | +7.7% |
| 3Y | +144.9% | +84.3% | +60.6% | +54.1% |
| 5Y | +159.0% | +73.4% | +85.6% | +69.1% |
| 10Y | +250.9% | +202.4% | +48.5% | +57.7% |
| All | +250.9% | +203.8% | +47.1% | +57.7% |
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