-1.3%
IWF vs NTR
+36.7%
-38.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | +0.8% |
| 7D | -4.2% | +4.3% | -8.5% | -3.8% |
| 30D | -8.1% | +2.6% | -10.7% | -7.9% |
| 3M | -5.1% | +8.5% | -13.6% | -4.3% |
| 6M | -1.4% | -3.3% | +1.9% | -1.6% |
| YTD | -0.1% | +19.6% | -19.7% | +0.5% |
| 1Y | -1.3% | +37.6% | -38.9% | -3.1% |
| All | -1.3% | +36.7% | -38.0% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling