+75.8%
PR vs IWD
+28.1%
+47.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.8% |
| 7D | -16.4% | -0.5% | -15.9% | -16.2% |
| 30D | -1.9% | +2.7% | -4.6% | -1.1% |
| 3M | +8.0% | +0.9% | +7.1% | +8.4% |
| 6M | +4.1% | +10.5% | -6.4% | +5.6% |
| YTD | +58.7% | +23.7% | +35.0% | +57.5% |
| 1Y | +75.8% | +28.7% | +47.1% | +70.6% |
| All | +75.8% | +28.1% | +47.7% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling