+75.4%
NSC vs IWF
+62.3%
+13.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.9% |
| 7D | -6.2% | -5.0% | -1.3% | -4.6% |
| 30D | +2.6% | -13.2% | +15.8% | +7.5% |
| 3M | -5.8% | -9.4% | +3.6% | -2.8% |
| 6M | +2.1% | -8.6% | +10.7% | +4.5% |
| YTD | +12.7% | -5.3% | +18.0% | +13.4% |
| 1Y | +15.9% | -5.0% | +20.9% | +16.4% |
| All | +75.4% | +62.3% | +13.1% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling