+2,632.1%
NDAQ vs IWF
+1,397.0%
+1,235.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.6% |
| 7D | +1.7% | +5.3% | -3.6% | -3.2% |
| 30D | +16.2% | -8.6% | +24.8% | +25.5% |
| 3M | +14.0% | -6.5% | +20.5% | +20.3% |
| 6M | +22.3% | -5.6% | +27.9% | +26.7% |
| YTD | +13.0% | -1.5% | +14.5% | +12.1% |
| 1Y | +24.0% | -2.8% | +26.8% | +24.4% |
| 3Y | +117.1% | +67.1% | +49.9% | +23.1% |
| 5Y | +67.5% | +57.6% | +9.9% | -2.6% |
| 10Y | +474.3% | +390.4% | +83.9% | -9.9% |
| All | +2,632.1% | +1,397.0% | +1,235.1% | +55.9% |
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 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