+62.1%
PR vs IWD
+208.6%
-146.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -1.3% |
| 7D | -16.5% | -0.9% | -15.6% | -15.8% |
| 30D | -4.5% | +2.6% | -7.2% | -8.3% |
| 3M | +8.5% | +1.2% | +7.3% | +6.0% |
| 6M | -3.3% | +12.1% | -15.4% | -18.9% |
| YTD | +55.7% | +24.1% | +31.6% | +11.8% |
| 1Y | +82.0% | +28.5% | +53.5% | +24.1% |
| 3Y | +62.5% | +79.5% | -17.0% | -30.3% |
| 5Y | +223.9% | +70.3% | +153.6% | +55.7% |
| All | +62.1% | +208.6% | -146.5% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling