+27.5%
NOC vs IWF
+77.2%
-49.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.6% | +0.5% | -2.1% | -1.5% |
| 30D | -10.4% | -1.4% | -9.0% | -10.5% |
| 3M | -5.6% | +0.4% | -6.1% | -5.6% |
| 6M | -30.4% | +8.5% | -38.9% | -30.1% |
| YTD | -8.5% | +3.7% | -12.2% | -8.4% |
| 1Y | -8.3% | +8.5% | -16.8% | -8.0% |
| All | +27.5% | +77.2% | -49.6% | +28.5% |
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