+1,564.9%
NI vs IWF
+727.1%
+837.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.0% | +0.5% | +1.5% | +1.7% |
| 30D | -3.5% | -0.4% | -3.2% | -3.4% |
| 3M | -9.1% | -2.6% | -6.5% | -8.3% |
| 6M | -11.8% | +9.1% | -21.0% | -16.3% |
| YTD | +1.1% | +4.5% | -3.4% | -2.0% |
| 1Y | +6.7% | +10.1% | -3.4% | +0.5% |
| 3Y | +71.1% | +77.6% | -6.6% | +22.1% |
| 5Y | +94.3% | +73.7% | +20.6% | +36.5% |
| 10Y | +135.8% | +411.5% | -275.8% | -13.4% |
| All | +1,564.9% | +727.1% | +837.8% | +247.9% |
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