+56.9%
ON vs IWF
+72.9%
-16.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.6% |
| 7D | -1.9% | +0.5% | -2.4% | -2.7% |
| 30D | -11.0% | -1.4% | -9.7% | -9.0% |
| 3M | -39.3% | +0.4% | -39.8% | -39.4% |
| 6M | +19.8% | +8.5% | +11.4% | +7.2% |
| YTD | +31.1% | +3.7% | +27.4% | +25.3% |
| 1Y | +46.0% | +8.5% | +37.5% | +30.7% |
| 3Y | -27.5% | +78.5% | -106.0% | -69.9% |
| 5Y | +56.9% | +73.6% | -16.8% | -25.2% |
| All | +56.9% | +72.9% | -16.0% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling