+41.5%
NU vs IWF
+64.7%
-23.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -3.7% |
| 7D | -4.9% | -0.9% | -4.0% | -3.8% |
| 30D | +7.8% | -1.7% | +9.5% | +10.2% |
| 3M | +20.9% | +0.7% | +20.3% | +19.1% |
| 6M | +0.9% | +8.6% | -7.7% | -10.3% |
| YTD | -12.7% | +3.5% | -16.2% | -17.1% |
| 1Y | -6.4% | +7.0% | -13.4% | -15.3% |
| 3Y | +98.1% | +76.3% | +21.8% | -13.9% |
| All | +41.5% | +64.7% | -23.2% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling