+20.3%
NSC vs IWF
+8.6%
+11.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | -2.0% | +0.5% | -2.6% | -2.1% |
| 30D | -3.2% | -1.4% | -1.8% | -3.1% |
| 3M | +3.9% | +0.4% | +3.5% | +3.9% |
| 6M | +7.8% | +8.5% | -0.7% | +5.4% |
| YTD | +13.4% | +3.7% | +9.7% | +11.7% |
| 1Y | +20.3% | +8.5% | +11.8% | +16.4% |
| All | +20.3% | +8.6% | +11.7% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling