+43.4%
NVTS vs IWF
+76.9%
-33.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +2.5% |
| 7D | -1.4% | -0.9% | -0.5% | +0.8% |
| 30D | -16.5% | -1.7% | -14.8% | -12.8% |
| 3M | -47.6% | +0.7% | -48.3% | -46.6% |
| 6M | +7.3% | +8.6% | -1.3% | -3.9% |
| YTD | +62.9% | +3.5% | +59.4% | +64.0% |
| 1Y | +91.3% | +7.0% | +84.3% | +85.6% |
| 3Y | +43.4% | +76.3% | -32.9% | -41.2% |
| All | +43.4% | +76.9% | -33.5% | -41.2% |
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 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