-1.3%
IWF vs NXT
+10.5%
-11.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.1% | -10.7% | -1.0% |
| 7D | -4.2% | +30.0% | -34.1% | -7.5% |
| 30D | -8.1% | +28.6% | -36.7% | -11.3% |
| 3M | -5.1% | +8.4% | -13.5% | -6.5% |
| 6M | -1.4% | -8.7% | +7.3% | -1.6% |
| YTD | -0.1% | +22.5% | -22.6% | -4.0% |
| 1Y | -1.3% | +6.9% | -8.2% | -3.8% |
| All | -1.3% | +10.5% | -11.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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