+111.6%
IWF vs NXT
+171.8%
-60.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.1% |
| 7D | +0.5% | -0.2% | +0.8% | +0.5% |
| 30D | -1.4% | -20.0% | +18.6% | +0.7% |
| 3M | +0.4% | -30.9% | +31.4% | +3.7% |
| 6M | +8.5% | -23.8% | +32.3% | +10.4% |
| YTD | +3.7% | -5.4% | +9.1% | +3.2% |
| 1Y | +8.5% | +28.0% | -19.6% | +5.0% |
| 3Y | +78.5% | +93.3% | -14.8% | +63.0% |
| All | +111.6% | +171.8% | -60.2% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling