+852.8%
PM vs IWD
+468.7%
+384.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -3.0% |
| 7D | -3.4% | -0.9% | -2.4% | -2.8% |
| 30D | +5.8% | +2.6% | +3.2% | +4.1% |
| 3M | +6.7% | +1.2% | +5.4% | +5.8% |
| 6M | +19.9% | +12.1% | +7.8% | +11.3% |
| YTD | +27.8% | +24.1% | +3.6% | +11.2% |
| 1Y | +39.4% | +28.5% | +10.9% | +18.6% |
| 3Y | +146.9% | +79.5% | +67.4% | +67.2% |
| 5Y | +166.6% | +70.3% | +96.3% | +85.5% |
| 10Y | +242.1% | +212.5% | +29.5% | +61.3% |
| All | +852.8% | +468.7% | +384.1% | +216.3% |
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