+113.2%
IWF vs NXT
+178.8%
-65.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +0.5% | -1.1% | +1.6% | +0.6% |
| 30D | -0.4% | -15.3% | +15.0% | +1.2% |
| 3M | -2.6% | -43.8% | +41.2% | +2.3% |
| 6M | +9.1% | -18.7% | +27.8% | +10.4% |
| YTD | +4.5% | -3.0% | +7.5% | +3.8% |
| 1Y | +10.1% | +22.7% | -12.6% | +6.9% |
| 3Y | +77.6% | +95.9% | -18.3% | +61.9% |
| All | +113.2% | +178.8% | -65.6% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling