+237.3%
IWF vs NIO
-36.8%
+274.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | +1.5% | -6.7% | +8.1% | +2.1% |
| 30D | -1.3% | -20.0% | +18.8% | +0.6% |
| 3M | +0.1% | -30.5% | +30.6% | +3.3% |
| 6M | +10.3% | -20.7% | +31.0% | +11.9% |
| YTD | +4.2% | -25.7% | +29.8% | +6.1% |
| 1Y | +9.3% | -38.6% | +47.9% | +12.8% |
| 3Y | +79.3% | -62.3% | +141.6% | +85.9% |
| 5Y | +73.8% | -90.1% | +163.8% | +91.7% |
| All | +237.3% | -36.8% | +274.1% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling