+223.9%
PR vs IWD
+70.2%
+153.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -1.1% |
| 7D | -16.5% | -0.9% | -15.6% | -15.7% |
| 30D | -4.5% | +2.6% | -7.2% | -8.5% |
| 3M | +8.5% | +1.2% | +7.3% | +5.8% |
| 6M | -3.3% | +12.1% | -15.4% | -20.0% |
| YTD | +55.7% | +24.1% | +31.6% | +8.4% |
| 1Y | +82.0% | +28.5% | +53.5% | +19.5% |
| 3Y | +62.5% | +79.5% | -17.0% | -38.7% |
| 5Y | +223.9% | +70.3% | +153.6% | +45.1% |
| All | +223.9% | +70.2% | +153.7% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling