+712.5%
NVT vs IWF
+273.2%
+439.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.2% |
| 7D | +2.0% | -1.7% | +3.7% | +3.8% |
| 30D | -7.2% | -1.8% | -5.3% | -5.3% |
| 3M | -0.9% | +1.5% | -2.4% | -1.8% |
| 6M | +42.6% | +7.7% | +34.9% | +33.6% |
| YTD | +52.9% | +2.7% | +50.2% | +50.2% |
| 1Y | +64.5% | +6.8% | +57.7% | +56.3% |
| 3Y | +178.0% | +76.9% | +101.1% | +68.0% |
| 5Y | +402.8% | +73.4% | +329.4% | +205.6% |
| All | +712.5% | +273.2% | +439.3% | +104.8% |
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 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