+1,040.6%
NBIS vs IWF
+27.9%
+1,012.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -2.7% |
| 7D | +8.3% | -1.7% | +10.0% | +13.3% |
| 30D | +18.1% | -1.8% | +19.9% | +25.0% |
| 3M | +7.8% | +1.5% | +6.3% | +8.7% |
| 6M | +136.6% | +7.7% | +128.9% | +110.0% |
| YTD | +172.5% | +2.7% | +169.8% | +175.8% |
| 1Y | +144.3% | +6.8% | +137.5% | +128.9% |
| All | +1,040.6% | +27.9% | +1,012.6% | +898.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 3y: compounded portfolio wealth divided by compounded IWF 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…
3y analysis · Full analysis span regression · 6 months rolling