+745.9%
IWD vs PNR
+716.7%
+29.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | +1.7% | -2.3% | +4.0% | +2.6% |
| 30D | +3.2% | +29.3% | -26.0% | -7.0% |
| 3M | +2.3% | +4.1% | -1.8% | 0.0% |
| 6M | +12.9% | -8.6% | +21.6% | +14.8% |
| YTD | +26.2% | -33.6% | +59.8% | +44.1% |
| 1Y | +28.3% | -36.4% | +64.6% | +48.8% |
| 3Y | +84.4% | +15.1% | +69.3% | +66.1% |
| 5Y | +73.0% | -3.8% | +76.7% | +63.4% |
| 10Y | +203.3% | +99.7% | +103.7% | +106.6% |
| All | +745.9% | +716.7% | +29.2% | +217.7% |
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