+523.3%
ON vs IWF
+383.8%
+139.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -1.9% |
| 7D | +12.2% | +2.8% | +9.4% | +7.9% |
| 30D | -3.1% | -7.5% | +4.4% | +10.2% |
| 3M | -12.9% | -8.5% | -4.4% | +1.2% |
| 6M | -38.6% | -7.4% | -31.2% | -29.3% |
| YTD | +31.2% | -2.6% | +33.9% | +39.9% |
| 1Y | +47.6% | -1.8% | +49.5% | +55.4% |
| 3Y | +6.6% | +65.5% | -58.8% | -48.5% |
| 5Y | +21.3% | +55.8% | -34.6% | -32.2% |
| All | +523.3% | +383.8% | +139.6% | -56.4% |
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 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