+187.5%
NVT vs IWF
+76.9%
+110.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +3.6% |
| 7D | +4.1% | -0.9% | +5.0% | +5.4% |
| 30D | -5.1% | -1.7% | -3.4% | -2.8% |
| 3M | -1.2% | +0.7% | -1.8% | -1.6% |
| 6M | +46.6% | +8.6% | +38.0% | +33.0% |
| YTD | +60.0% | +3.5% | +56.5% | +54.1% |
| 1Y | +70.8% | +7.0% | +63.8% | +58.6% |
| 3Y | +187.5% | +76.3% | +111.2% | +48.8% |
| All | +187.5% | +76.9% | +110.7% | +48.8% |
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