+719.9%
IWF vs NBIX
+676.2%
+43.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -1.7% | -0.2% | -1.6% | -1.7% |
| 3M | +0.7% | -4.0% | +4.7% | +1.0% |
| 6M | +8.6% | +20.6% | -12.0% | +5.2% |
| YTD | +3.5% | +10.1% | -6.6% | +1.5% |
| 1Y | +7.0% | +8.8% | -1.8% | +5.0% |
| 3Y | +76.3% | +42.5% | +33.9% | +63.9% |
| 5Y | +74.8% | +61.5% | +13.3% | +58.0% |
| 10Y | +420.5% | +217.6% | +202.9% | +310.1% |
| All | +719.9% | +676.2% | +43.7% | +252.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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