+2,327.9%
NDAQ vs IWF
+1,488.6%
+839.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | -2.4% | +0.5% | -3.0% | -2.9% |
| 30D | +2.5% | -0.4% | +2.8% | +2.7% |
| 3M | +9.9% | -2.6% | +12.5% | +11.7% |
| 6M | +9.4% | +9.1% | +0.3% | -0.8% |
| YTD | +0.4% | +4.5% | -4.1% | -4.9% |
| 1Y | +4.0% | +10.1% | -6.1% | -6.8% |
| 3Y | +94.4% | +77.6% | +16.7% | +4.7% |
| 5Y | +56.7% | +73.7% | -17.0% | -16.6% |
| 10Y | +375.3% | +411.5% | -36.2% | -27.5% |
| All | +2,327.9% | +1,488.6% | +839.3% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling