+48.4%
NU vs IWF
+65.7%
-17.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | +0.2% |
| 7D | +6.0% | +1.5% | +4.5% | +4.0% |
| 30D | +10.8% | -1.3% | +12.0% | +12.6% |
| 3M | +32.2% | +0.1% | +32.0% | +31.2% |
| 6M | +5.1% | +10.3% | -5.1% | -8.4% |
| YTD | -8.4% | +4.2% | -12.6% | -13.8% |
| 1Y | +0.7% | +9.3% | -8.6% | -11.3% |
| 3Y | +125.1% | +79.3% | +45.8% | -4.4% |
| All | +48.4% | +65.7% | -17.3% | -19.0% |
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 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