+719.9%
IWF vs NTRS
+421.4%
+298.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.5% |
| 30D | -1.7% | -0.7% | -1.1% | -1.5% |
| 3M | +0.7% | +11.3% | -10.7% | -3.7% |
| 6M | +8.6% | +35.5% | -27.0% | -4.2% |
| YTD | +3.5% | +40.6% | -37.1% | -10.2% |
| 1Y | +7.0% | +49.2% | -42.2% | -9.5% |
| 3Y | +76.3% | +167.2% | -90.9% | +16.2% |
| 5Y | +74.8% | +94.9% | -20.2% | +27.4% |
| 10Y | +420.5% | +259.5% | +161.0% | +179.8% |
| All | +719.9% | +421.4% | +298.5% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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