+155.9%
NUE vs IWF
+73.7%
+82.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.0% |
| 7D | -0.6% | -0.9% | +0.3% | +0.1% |
| 30D | -4.6% | -1.7% | -2.8% | -3.3% |
| 3M | -0.3% | +0.7% | -1.0% | -1.4% |
| 6M | +51.9% | +8.6% | +43.3% | +41.5% |
| YTD | +60.0% | +3.5% | +56.5% | +54.3% |
| 1Y | +82.9% | +7.0% | +75.9% | +71.6% |
| 3Y | +66.0% | +76.3% | -10.4% | +2.8% |
| All | +155.9% | +73.7% | +82.2% | +41.7% |
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 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