+1,449.6%
NET vs IWF
+218.7%
+1,230.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -7.0% | +0.5% | -7.5% | -7.7% |
| 30D | -4.8% | -0.4% | -4.4% | -3.7% |
| 3M | +3.8% | -2.6% | +6.4% | +8.4% |
| 6M | +50.0% | +9.1% | +40.9% | +30.4% |
| YTD | +41.5% | +4.5% | +37.0% | +32.4% |
| 1Y | +32.8% | +10.1% | +22.7% | +15.1% |
| 3Y | +335.9% | +77.6% | +258.2% | +79.8% |
| 5Y | +113.8% | +73.7% | +40.1% | +0.7% |
| All | +1,449.6% | +218.7% | +1,230.8% | +346.9% |
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 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