+169.5%
PR vs IWD
+220.3%
-50.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.7% |
| 7D | +2.9% | -0.3% | +3.2% | +3.2% |
| 30D | +18.0% | +0.6% | +17.5% | +16.9% |
| 3M | +16.9% | +7.2% | +9.6% | +5.5% |
| 6M | +28.2% | +16.2% | +12.0% | +2.5% |
| YTD | +69.3% | +23.3% | +46.0% | +24.5% |
| 1Y | +69.5% | +29.6% | +39.9% | +16.0% |
| 3Y | +81.7% | +70.5% | +11.2% | -13.6% |
| 5Y | +422.2% | +73.5% | +348.8% | +153.7% |
| 10Y | +110.4% | +198.3% | -87.9% | +6.4% |
| All | +169.5% | +220.3% | -50.8% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling