+420.3%
NVT vs IWF
+73.7%
+346.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +3.8% |
| 7D | +4.1% | -0.9% | +5.0% | +5.1% |
| 30D | -5.1% | -1.7% | -3.4% | -3.3% |
| 3M | -1.2% | +0.7% | -1.8% | -1.4% |
| 6M | +46.6% | +8.6% | +38.0% | +36.2% |
| YTD | +60.0% | +3.5% | +56.5% | +55.8% |
| 1Y | +70.8% | +7.0% | +63.8% | +61.9% |
| 3Y | +187.5% | +76.3% | +111.2% | +80.5% |
| All | +420.3% | +73.7% | +346.7% | +224.2% |
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