+313.2%
ON vs IWF
+727.1%
-413.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | +0.5% | +1.9% | +1.6% |
| 30D | -3.3% | -0.4% | -2.9% | -2.6% |
| 3M | -43.6% | -2.6% | -41.0% | -40.7% |
| 6M | +19.0% | +9.1% | +9.8% | +6.1% |
| YTD | +37.4% | +4.5% | +32.9% | +30.2% |
| 1Y | +54.8% | +10.1% | +44.7% | +36.3% |
| 3Y | -25.2% | +77.6% | -102.8% | -66.8% |
| 5Y | +62.7% | +73.7% | -11.0% | -20.5% |
| 10Y | +574.3% | +411.5% | +162.8% | -25.3% |
| All | +313.2% | +727.1% | -413.8% | -71.5% |
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