+75.1%
IWF vs NTNX
+54.0%
+21.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -0.9% | -3.1% | +2.2% | -0.3% |
| 30D | -1.7% | +2.0% | -3.7% | -2.2% |
| 3M | +0.7% | +34.0% | -33.3% | -5.5% |
| 6M | +8.6% | +72.4% | -63.8% | -4.1% |
| YTD | +3.5% | +27.5% | -24.0% | -2.9% |
| 1Y | +7.0% | -18.7% | +25.8% | +10.3% |
| 3Y | +76.3% | +80.8% | -4.4% | +46.8% |
| All | +75.1% | +54.0% | +21.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 5y: compounded portfolio wealth divided by compounded NTNX 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…
5y analysis · Full analysis span regression · 6 months rolling