+102.8%
NOK vs IWF
+71.2%
+31.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.6% |
| 7D | +8.7% | -1.7% | +10.4% | +10.1% |
| 30D | +12.5% | -1.8% | +14.3% | +14.2% |
| 3M | -20.7% | +1.5% | -22.2% | -21.0% |
| 6M | +36.2% | +7.7% | +28.5% | +30.7% |
| YTD | +64.1% | +2.7% | +61.4% | +62.9% |
| 1Y | +132.4% | +6.8% | +125.6% | +124.8% |
| 3Y | +182.9% | +76.9% | +106.0% | +84.2% |
| 5Y | +102.8% | +73.4% | +29.4% | +32.9% |
| All | +102.8% | +71.2% | +31.6% | +32.9% |
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