+221.7%
PR vs IWD
+68.9%
+152.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.0% |
| 3M | +8.0% | +0.9% | +7.1% | +5.8% |
| 6M | +4.1% | +10.5% | -6.4% | -11.9% |
| YTD | +58.7% | +23.7% | +35.0% | +11.0% |
| 1Y | +75.8% | +28.7% | +47.1% | +15.0% |
| 3Y | +73.2% | +79.7% | -6.6% | -34.9% |
| All | +221.7% | +68.9% | +152.8% | +47.1% |
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