+280.2%
IWF vs NTR
+98.7%
+181.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.5% | -0.4% |
| 7D | -1.7% | -2.5% | +0.8% | -1.1% |
| 30D | -1.8% | +17.0% | -18.9% | -5.5% |
| 3M | +1.5% | +22.2% | -20.7% | -3.6% |
| 6M | +7.7% | +5.2% | +2.5% | +5.4% |
| YTD | +2.7% | +29.7% | -27.0% | -5.2% |
| 1Y | +6.8% | +39.4% | -32.6% | -3.8% |
| 3Y | +76.9% | +38.2% | +38.7% | +56.9% |
| 5Y | +73.4% | +47.6% | +25.8% | +40.2% |
| All | +280.2% | +98.7% | +181.5% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling