+14.5%
NET vs IWF
-1.6%
+16.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -3.1% |
| 7D | -16.4% | -4.2% | -12.2% | -10.9% |
| 30D | -25.8% | -8.1% | -17.7% | -16.0% |
| 3M | -11.5% | -5.1% | -6.5% | -3.9% |
| 6M | +18.9% | -1.4% | +20.3% | +23.5% |
| YTD | +35.2% | -0.1% | +35.3% | +42.3% |
| 1Y | +14.5% | -1.3% | +15.7% | +23.1% |
| All | +14.5% | -1.6% | +16.1% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling