+234.7%
PM vs IWD
+212.1%
+22.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -3.8% |
| 7D | -7.3% | +1.3% | -8.5% | -8.1% |
| 30D | -4.0% | +3.6% | -7.6% | -6.3% |
| 3M | +2.7% | +2.3% | +0.4% | +1.1% |
| 6M | +14.9% | +13.0% | +1.8% | +5.2% |
| YTD | +23.5% | +26.2% | -2.6% | +4.7% |
| 1Y | +30.4% | +30.5% | -0.1% | +7.8% |
| 3Y | +143.2% | +86.2% | +57.0% | +52.0% |
| 5Y | +159.5% | +72.9% | +86.6% | +70.0% |
| 10Y | +234.7% | +205.0% | +29.6% | +58.1% |
| All | +234.7% | +212.1% | +22.6% | +58.1% |
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