+713.5%
IWF vs PNR
+576.6%
+136.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.4% |
| 7D | -1.7% | -5.5% | +3.8% | +0.4% |
| 30D | -1.8% | -15.6% | +13.7% | +4.6% |
| 3M | +1.5% | -20.2% | +21.7% | +9.4% |
| 6M | +7.7% | -36.6% | +44.3% | +26.4% |
| YTD | +2.7% | -45.0% | +47.7% | +26.7% |
| 1Y | +6.8% | -47.4% | +54.2% | +33.9% |
| 3Y | +76.9% | -13.7% | +90.6% | +79.7% |
| 5Y | +73.4% | -20.8% | +94.2% | +79.3% |
| 10Y | +416.4% | +65.2% | +351.3% | +285.0% |
| All | +713.5% | +576.6% | +136.9% | +196.5% |
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