+1,747.1%
NXPI vs IWF
+1,078.8%
+668.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | +0.5% | +1.4% | +1.1% |
| 30D | -1.4% | -0.4% | -1.0% | -1.0% |
| 3M | -29.1% | -2.6% | -26.4% | -26.2% |
| 6M | +6.2% | +9.1% | -2.9% | -6.0% |
| YTD | +5.9% | +4.5% | +1.4% | -0.6% |
| 1Y | +2.9% | +10.1% | -7.2% | -10.3% |
| 3Y | +14.5% | +77.6% | -63.1% | -48.2% |
| 5Y | +17.1% | +73.7% | -56.7% | -44.5% |
| 10Y | +193.4% | +411.5% | -218.2% | -74.5% |
| All | +1,747.1% | +1,078.8% | +668.3% | -61.4% |
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