+138.6%
NOK vs IWF
+422.7%
-284.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.2% |
| 7D | +11.0% | -0.9% | +11.9% | +11.8% |
| 30D | +7.8% | -1.7% | +9.6% | +9.4% |
| 3M | -21.0% | +0.7% | -21.7% | -20.9% |
| 6M | +40.9% | +8.6% | +32.3% | +34.0% |
| YTD | +72.0% | +3.5% | +68.5% | +69.5% |
| 1Y | +140.9% | +7.0% | +133.9% | +131.7% |
| 3Y | +194.3% | +76.3% | +117.9% | +88.7% |
| 5Y | +112.5% | +74.8% | +37.8% | +35.6% |
| All | +138.6% | +422.7% | -284.2% | -49.1% |
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