+238.4%
IWF vs NIO
-36.7%
+275.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.1% |
| 7D | +0.5% | -13.0% | +13.6% | +1.8% |
| 30D | -0.4% | -18.3% | +17.9% | +1.3% |
| 3M | -2.6% | -33.2% | +30.6% | +0.8% |
| 6M | +9.1% | -21.5% | +30.6% | +10.9% |
| YTD | +4.5% | -25.5% | +30.0% | +6.4% |
| 1Y | +10.1% | -38.0% | +48.1% | +13.5% |
| 3Y | +77.6% | -65.5% | +143.1% | +85.6% |
| 5Y | +73.7% | -90.6% | +164.3% | +92.2% |
| All | +238.4% | -36.7% | +275.0% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling