+506.3%
NOW vs IWF
+377.5%
+128.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.0% |
| 7D | -8.7% | -2.9% | -5.8% | -5.5% |
| 30D | -29.3% | -10.9% | -18.4% | -18.1% |
| 3M | -21.8% | -8.1% | -13.7% | -13.1% |
| 6M | +9.2% | -7.5% | +16.8% | +19.5% |
| YTD | -35.0% | -3.4% | -31.6% | -32.9% |
| 1Y | -42.5% | -5.0% | -37.5% | -39.5% |
| 3Y | -21.5% | +64.0% | -85.6% | -60.4% |
| 5Y | -25.8% | +56.8% | -82.5% | -58.5% |
| 10Y | +506.3% | +381.2% | +125.1% | -40.4% |
| All | +506.3% | +377.5% | +128.9% | -40.4% |
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