+514.0%
NOW vs IWF
+383.8%
+130.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +3.0% |
| 7D | +0.3% | +2.8% | -2.5% | -3.3% |
| 30D | -27.0% | -7.5% | -19.4% | -19.1% |
| 3M | -19.6% | -8.5% | -11.2% | -10.2% |
| 6M | +17.5% | -7.4% | +24.9% | +28.3% |
| YTD | -33.3% | -2.6% | -30.6% | -31.8% |
| 1Y | -39.8% | -1.8% | -38.0% | -39.3% |
| 3Y | -19.9% | +65.5% | -85.4% | -60.0% |
| 5Y | -26.1% | +55.8% | -81.9% | -58.3% |
| All | +514.0% | +383.8% | +130.2% | -43.0% |
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