+572.1%
ON vs IWF
+418.7%
+153.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | +0.3% |
| 7D | -4.7% | -1.7% | -3.0% | -2.2% |
| 30D | -13.5% | -1.8% | -11.6% | -10.9% |
| 3M | -36.3% | +1.5% | -37.8% | -37.4% |
| 6M | +17.8% | +7.7% | +10.1% | +6.6% |
| YTD | +29.6% | +2.7% | +26.9% | +25.8% |
| 1Y | +45.8% | +6.8% | +39.0% | +33.9% |
| 3Y | -28.3% | +76.9% | -105.2% | -69.2% |
| 5Y | +49.6% | +73.4% | -23.7% | -29.6% |
| All | +572.1% | +418.7% | +153.5% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling