+302.5%
NSC vs IWF
+391.9%
-89.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | -0.1% |
| 7D | -5.4% | -1.0% | -4.3% | -4.8% |
| 30D | +2.9% | -10.1% | +13.0% | +10.3% |
| 3M | -2.2% | -7.6% | +5.5% | +2.6% |
| 6M | +5.3% | -6.7% | +12.0% | +8.8% |
| YTD | +14.8% | -2.5% | +17.3% | +14.4% |
| 1Y | +16.6% | -2.1% | +18.6% | +15.6% |
| 3Y | +78.6% | +68.6% | +9.9% | +13.5% |
| 5Y | +27.2% | +55.8% | -28.6% | -15.3% |
| 10Y | +302.5% | +383.3% | -80.7% | -14.0% |
| All | +302.5% | +391.9% | -89.4% | -14.0% |
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