+84.0%
IWF vs NVD
-99.2%
+183.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | +0.3% |
| 7D | +1.5% | -7.7% | +9.1% | +0.3% |
| 30D | -1.3% | -5.8% | +4.5% | -1.7% |
| 3M | +0.1% | -23.2% | +23.3% | -2.5% |
| 6M | +10.3% | -49.7% | +60.0% | +1.8% |
| YTD | +4.2% | -47.7% | +51.8% | -2.4% |
| 1Y | +9.3% | -61.3% | +70.7% | -0.9% |
| 3Y | +79.3% | -99.2% | +178.5% | +4.6% |
| All | +84.0% | -99.2% | +183.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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