+144.9%
PM vs IWD
+85.4%
+59.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -6.6% | +1.6% | -8.2% | -7.1% |
| 30D | -3.4% | +3.6% | -7.0% | -4.5% |
| 3M | +5.3% | +2.0% | +3.3% | +4.7% |
| 6M | +15.5% | +13.1% | +2.5% | +11.0% |
| YTD | +24.3% | +26.2% | -1.9% | +15.0% |
| 1Y | +29.7% | +29.6% | +0.1% | +19.0% |
| 3Y | +144.9% | +84.3% | +60.6% | +81.5% |
| All | +144.9% | +85.4% | +59.5% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling