+835.7%
PM vs IWD
+466.7%
+369.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -5.2% | -0.5% | -4.8% | -4.9% |
| 30D | +2.7% | +2.7% | 0.0% | +1.0% |
| 3M | +5.2% | +0.9% | +4.3% | +4.6% |
| 6M | +17.0% | +10.5% | +6.5% | +9.6% |
| YTD | +25.5% | +23.7% | +1.8% | +9.4% |
| 1Y | +35.5% | +28.7% | +6.8% | +15.1% |
| 3Y | +143.9% | +79.7% | +64.2% | +65.0% |
| 5Y | +161.8% | +69.7% | +92.2% | +82.6% |
| 10Y | +235.9% | +211.4% | +24.5% | +58.8% |
| All | +835.7% | +466.7% | +369.0% | +211.4% |
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