-3.1%
NVO vs IWF
+73.7%
-76.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | -7.6% | -0.9% | -6.7% | -7.1% |
| 30D | -6.0% | -1.7% | -4.2% | -5.2% |
| 3M | -0.8% | +0.7% | -1.4% | -1.7% |
| 6M | +16.5% | +8.6% | +7.9% | +10.8% |
| YTD | -11.1% | +3.5% | -14.6% | -13.0% |
| 1Y | -16.7% | +7.0% | -23.8% | -19.7% |
| 3Y | -52.9% | +76.3% | -129.3% | -64.2% |
| All | -3.1% | +73.7% | -76.7% | -24.3% |
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