-54.4%
NOK vs IWF
+724.4%
-778.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.5% |
| 7D | +7.3% | +1.5% | +5.8% | +5.4% |
| 30D | +13.8% | -1.3% | +15.1% | +15.5% |
| 3M | -27.0% | +0.1% | -27.1% | -26.4% |
| 6M | +37.6% | +10.3% | +27.3% | +24.8% |
| YTD | +64.6% | +4.2% | +60.5% | +59.1% |
| 1Y | +132.0% | +9.3% | +122.7% | +112.1% |
| 3Y | +183.7% | +79.3% | +104.3% | +39.6% |
| 5Y | +101.3% | +73.8% | +27.5% | -0.7% |
| 10Y | +122.4% | +410.9% | -288.5% | -74.6% |
| All | -54.4% | +724.4% | -778.9% | -96.9% |
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