+66.0%
NUE vs IWF
+76.9%
-10.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.0% |
| 7D | -0.6% | -0.9% | +0.3% | 0.0% |
| 30D | -4.6% | -1.7% | -2.8% | -3.4% |
| 3M | -0.3% | +0.7% | -1.0% | -1.3% |
| 6M | +51.9% | +8.6% | +43.3% | +42.4% |
| YTD | +60.0% | +3.5% | +56.5% | +54.8% |
| 1Y | +82.9% | +7.0% | +75.9% | +72.5% |
| 3Y | +66.0% | +76.3% | -10.4% | +12.6% |
| All | +66.0% | +76.9% | -10.9% | +12.6% |
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