+32.6%
NET vs IWF
+60.6%
-28.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -3.3% |
| 7D | -16.4% | -4.2% | -12.2% | -8.8% |
| 30D | -25.8% | -8.1% | -17.7% | -12.2% |
| 3M | -11.5% | -5.1% | -6.5% | -1.3% |
| 6M | +18.9% | -1.4% | +20.3% | +22.3% |
| YTD | +35.2% | -0.1% | +35.3% | +35.1% |
| 1Y | +14.5% | -1.3% | +15.7% | +17.2% |
| 3Y | +313.8% | +74.7% | +239.1% | +17.3% |
| 5Y | +32.6% | +59.3% | -26.7% | -44.9% |
| All | +32.6% | +60.6% | -28.0% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling