-6.3%
NVTS vs IWF
+74.3%
-80.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.4% |
| 7D | +9.7% | +1.5% | +8.2% | +6.2% |
| 30D | -13.6% | -1.3% | -12.3% | -11.0% |
| 3M | -51.0% | +0.1% | -51.1% | -49.2% |
| 6M | +46.3% | +10.3% | +36.1% | +27.7% |
| YTD | +68.1% | +4.2% | +63.9% | +67.9% |
| 1Y | +113.9% | +9.3% | +104.6% | +99.8% |
| 3Y | +45.3% | +79.3% | -34.1% | -44.3% |
| All | -6.3% | +74.3% | -80.5% | -59.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling