+3,242.0%
NSC vs IWF
+727.1%
+2,515.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | +0.5% | -6.0% | -5.9% |
| 30D | -3.2% | -0.4% | -2.8% | -3.0% |
| 3M | +7.7% | -2.6% | +10.3% | +9.0% |
| 6M | +4.5% | +9.1% | -4.6% | -4.3% |
| YTD | +15.6% | +4.5% | +11.1% | +9.4% |
| 1Y | +19.8% | +10.1% | +9.8% | +8.1% |
| 3Y | +70.1% | +77.6% | -7.5% | -1.5% |
| 5Y | +46.1% | +73.7% | -27.6% | -16.8% |
| 10Y | +328.1% | +411.5% | -83.5% | -10.6% |
| All | +3,242.0% | +727.1% | +2,515.0% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling