+75.1%
IWF vs PNR
-21.7%
+96.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -0.9% | -6.0% | +5.1% | +1.6% |
| 30D | -1.7% | -14.0% | +12.2% | +4.5% |
| 3M | +0.7% | -21.7% | +22.4% | +10.0% |
| 6M | +8.6% | -37.3% | +45.8% | +30.5% |
| YTD | +3.5% | -45.1% | +48.6% | +31.6% |
| 1Y | +7.0% | -49.1% | +56.2% | +41.0% |
| 3Y | +76.3% | -14.8% | +91.2% | +74.5% |
| All | +75.1% | -21.7% | +96.8% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling