+64.6%
IWF vs NIO
-59.9%
+124.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.7% | +0.8% |
| 7D | -5.0% | +5.6% | -10.6% | -5.4% |
| 30D | -13.2% | -4.2% | -9.0% | -13.0% |
| 3M | -9.4% | -26.3% | +16.9% | -7.5% |
| 6M | -8.6% | -42.5% | +34.0% | -5.1% |
| YTD | -5.3% | -33.5% | +28.2% | -3.0% |
| 1Y | -5.0% | -52.7% | +47.7% | -0.6% |
| 3Y | +64.6% | -57.5% | +122.1% | +66.9% |
| All | +64.6% | -59.9% | +124.5% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling