+70.9%
NVT vs IWF
+10.9%
+60.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +5.1% | +0.5% | +4.5% | +4.3% |
| 30D | -3.7% | -0.4% | -3.3% | -3.0% |
| 3M | -10.1% | -2.6% | -7.5% | -6.5% |
| 6M | +37.5% | +9.1% | +28.3% | +22.1% |
| YTD | +53.7% | +4.5% | +49.3% | +45.9% |
| 1Y | +70.9% | +10.1% | +60.8% | +49.4% |
| All | +70.9% | +10.9% | +60.0% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling