+70.9%
NDAQ vs IWF
+59.3%
+11.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.6% |
| 7D | 0.0% | -1.1% | +1.1% | +0.5% |
| 30D | +16.3% | -8.3% | +24.6% | +21.9% |
| 3M | +15.8% | -5.6% | +21.4% | +19.2% |
| 6M | +24.8% | -5.4% | +30.2% | +27.8% |
| YTD | +14.1% | -1.2% | +15.2% | +13.6% |
| 1Y | +26.5% | -2.7% | +29.2% | +27.1% |
| 3Y | +119.1% | +67.8% | +51.4% | +52.8% |
| 5Y | +70.9% | +60.1% | +10.8% | +20.9% |
| All | +70.9% | +59.3% | +11.7% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling