+763.1%
PM vs IWD
+465.0%
+298.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -4.9% | -0.3% | -4.6% | -4.7% |
| 30D | -3.4% | +0.6% | -4.0% | -3.7% |
| 3M | +5.2% | +7.2% | -2.1% | +0.5% |
| 6M | +3.7% | +16.2% | -12.5% | -5.9% |
| YTD | +15.8% | +23.3% | -7.6% | +1.1% |
| 1Y | +17.4% | +29.6% | -12.2% | -0.8% |
| 3Y | +116.9% | +70.5% | +46.5% | +51.9% |
| 5Y | +117.3% | +73.5% | +43.8% | +49.4% |
| 10Y | +193.8% | +198.3% | -4.6% | +42.5% |
| All | +763.1% | +465.0% | +298.1% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling