+5,133.0%
NUE vs IWF
+720.7%
+4,412.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.1% |
| 7D | -2.3% | +0.5% | -2.8% | -2.9% |
| 30D | -6.1% | -1.4% | -4.7% | -4.7% |
| 3M | +1.7% | +0.4% | +1.2% | +0.2% |
| 6M | +53.1% | +8.5% | +44.6% | +38.9% |
| YTD | +59.0% | +3.7% | +55.4% | +50.7% |
| 1Y | +85.3% | +8.5% | +76.9% | +67.1% |
| 3Y | +63.2% | +78.5% | -15.3% | -15.7% |
| 5Y | +146.8% | +73.6% | +73.1% | +28.1% |
| 10Y | +584.3% | +421.3% | +163.0% | -4.6% |
| All | +5,133.0% | +720.7% | +4,412.4% | +205.9% |
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