+327.1%
NET vs IWF
+78.0%
+249.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -7.0% | +0.5% | -7.5% | -7.6% |
| 30D | -4.8% | -0.4% | -4.4% | -3.8% |
| 3M | +3.8% | -2.6% | +6.4% | +8.3% |
| 6M | +50.0% | +9.1% | +40.9% | +32.1% |
| YTD | +41.5% | +4.5% | +37.0% | +33.6% |
| 1Y | +32.8% | +10.1% | +22.7% | +16.9% |
| All | +327.1% | +78.0% | +249.1% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling