+365.6%
NDAQ vs IWF
+418.7%
-53.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.7% |
| 7D | -6.8% | -1.7% | -5.1% | -5.6% |
| 30D | -3.2% | -1.8% | -1.3% | -1.9% |
| 3M | +6.5% | +1.5% | +5.0% | +4.8% |
| 6M | +5.7% | +7.7% | -2.0% | -0.7% |
| YTD | -4.6% | +2.7% | -7.3% | -7.2% |
| 1Y | -1.6% | +6.8% | -8.3% | -7.1% |
| 3Y | +86.4% | +76.9% | +9.6% | +17.8% |
| 5Y | +50.3% | +73.4% | -23.1% | -5.1% |
| All | +365.6% | +418.7% | -53.0% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling