+32.8%
PM vs IWD
+28.9%
+3.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.1% |
| 7D | +0.5% | +2.3% | -1.7% | -0.3% |
| 30D | -3.2% | +3.6% | -6.8% | -4.1% |
| 3M | +6.2% | +2.2% | +4.1% | +5.7% |
| 6M | +7.7% | +13.0% | -5.3% | +3.6% |
| YTD | +27.3% | +26.5% | +0.8% | +17.3% |
| 1Y | +32.8% | +30.1% | +2.6% | +21.6% |
| All | +32.8% | +28.9% | +3.9% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling