+7.0%
IWF vs NXT
+23.4%
-16.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -0.9% | -1.9% | +1.0% | -0.7% |
| 30D | -1.7% | -20.0% | +18.3% | +1.0% |
| 3M | +0.7% | -30.7% | +31.4% | +4.9% |
| 6M | +8.6% | -29.0% | +37.5% | +11.9% |
| YTD | +3.5% | -4.8% | +8.4% | +2.8% |
| 1Y | +7.0% | +22.8% | -15.8% | +3.9% |
| All | +7.0% | +23.4% | -16.4% | +3.9% |
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