+726.5%
IWD vs PNR
+618.2%
+108.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.3% | -2.4% | +2.1% | +0.6% |
| 30D | +0.6% | -12.8% | +13.4% | +5.9% |
| 3M | +7.2% | -17.0% | +24.2% | +14.0% |
| 6M | +16.2% | -37.4% | +53.6% | +37.2% |
| YTD | +23.3% | -41.6% | +64.9% | +48.9% |
| 1Y | +29.6% | -44.6% | +74.2% | +59.5% |
| 3Y | +70.5% | -12.1% | +82.6% | +71.4% |
| 5Y | +73.5% | -17.4% | +90.9% | +74.7% |
| 10Y | +198.3% | +64.0% | +134.3% | +120.0% |
| All | +726.5% | +618.2% | +108.3% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling