+113.8%
NWSA vs IFF
+41.5%
+72.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -2.8% | -3.2% | +0.4% | -1.7% |
| 30D | +3.0% | -0.3% | +3.3% | +3.1% |
| 3M | +12.3% | +8.4% | +3.9% | +8.7% |
| 6M | +21.9% | +23.0% | -1.2% | +11.3% |
| YTD | +13.6% | +25.5% | -11.9% | +2.1% |
| 1Y | +0.5% | +29.1% | -28.6% | -10.9% |
| 3Y | +43.8% | +31.7% | +12.1% | +22.8% |
| 5Y | +41.2% | -35.2% | +76.4% | +55.6% |
| 10Y | +148.6% | -20.7% | +169.3% | +132.3% |
| All | +113.8% | +41.5% | +72.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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