+65.2%
PR vs IWD
+207.5%
-142.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.4% |
| 7D | -16.4% | -0.5% | -15.9% | -16.1% |
| 30D | -1.9% | +2.7% | -4.6% | -5.8% |
| 3M | +8.0% | +0.9% | +7.1% | +5.9% |
| 6M | +4.1% | +10.5% | -6.4% | -10.9% |
| YTD | +58.7% | +23.7% | +35.0% | +14.5% |
| 1Y | +75.8% | +28.7% | +47.1% | +19.6% |
| 3Y | +73.2% | +79.7% | -6.6% | -25.9% |
| 5Y | +230.1% | +69.7% | +160.4% | +59.4% |
| All | +65.2% | +207.5% | -142.3% | -22.7% |
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