+84.5%
PR vs IWD
+203.0%
-118.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +0.9% |
| 7D | +6.0% | +2.3% | +3.7% | +2.6% |
| 30D | -4.2% | +3.6% | -7.8% | -9.3% |
| 3M | +10.0% | +2.2% | +7.8% | +6.0% |
| 6M | +15.6% | +13.0% | +2.7% | -4.1% |
| YTD | +68.2% | +26.5% | +41.7% | +17.5% |
| 1Y | +79.2% | +30.1% | +49.1% | +20.0% |
| 3Y | +94.9% | +84.9% | +10.0% | -20.1% |
| 5Y | +272.8% | +73.4% | +199.4% | +74.3% |
| All | +84.5% | +203.0% | -118.6% | -17.3% |
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 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