+195.5%
IWD vs PNR
+66.6%
+128.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -2.3% | -5.5% | +3.1% | -0.1% |
| 30D | -1.8% | -15.6% | +13.8% | +5.2% |
| 3M | +8.0% | -20.2% | +28.2% | +17.1% |
| 6M | +17.0% | -36.6% | +53.6% | +39.1% |
| YTD | +21.3% | -45.0% | +66.3% | +52.4% |
| 1Y | +27.9% | -47.4% | +75.4% | +63.8% |
| 3Y | +70.1% | -13.7% | +83.8% | +70.0% |
| 5Y | +74.2% | -20.8% | +95.0% | +76.6% |
| All | +195.5% | +66.6% | +128.9% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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