Since she emerged in 1994 as a 12-year-old trainee assassin in The Professional, Natalie Portman has repeatedly gravitated toward darker roles in films like Heat, V for Vendetta, Closer, and most notably as a tormented ballerina in 2010's Black Swan, for which she won an Oscar. Her latest award buzz has been going strong all season with Portman's steely, grief-consumed, Golden Globes-nominated performance as the world's most famous widow in 1963, Jacqueline Kennedy, in Jackie. In the film, Jackie is at once exposed—Portman and her director, Pablo Larraín, reimagine what Kennedy struck from the public record following President John F. Kennedy's assassination—and obscured as she hides behind her black veil while protecting (and at times inventing) the Kennedy myth. Here, Portman talks about how she got under the skin of an icon.

When we were talking earlier, you said that with Jackie, when you put on the wig you got in the moment. Can you tell me about finding the character through the physical?
Well, I think it all kind of happened simultaneously. The physical and emotional sides came together all at once. I was doing the research—watching the tapes and working on the dialect and everything—at the same time as they were getting me into my costume fittings and hair and make-up tests. But yeah, once you have that hair... the hair is so iconic that it can kind of make you look like her even though I don't naturally look like her that much apart from my coloring. So with all of those elements you just feel in her skin in some way.

And the books?
Yeah, the books were really helpful. There are a lot of biographies that are a little bit trashy I would say, but yet all of them had a bit of insight that was interesting. There were transcripts of her interviews with [the historian and former Special Assistant to JFK] Arthur Schlesinger, Jr.—those are her exact words and the most helpful because there are also the tapes that accompany them. You can really hear what her voice was like, her intellect and wit, what she got bitter about. Then there're these gaps where she edited things out, just these chunks missing. It gives you license to imagine what she might have said and didn't want out on the public record.

I think you're incredible in the movie, and one of the things that's so incredible is there's such a high degree of difficulty with a character like Jackie, who is so iconic. Were you daunted by that?
It certainly is scary. Obviously, people have preconceived ideas about who she was and what she was like. And the first thing you want to be for an audience is believable, of course. So you have to achieve a certain threshold of believability at the beginning just to get people to go to the movie, and to stop seeing you as an actor. So it was scary, but I knew that in the hands of Pablo [Larraín], our director, it was a safe thing to try.

You always took dark parts, which I was so impressed by.
I always liked pretending to be older than I was. People like seeing kids be their age, it's cute. And not that I was mature, but I was always pretending I was mature.

Do you have a pet peeve?
I have many. Um, my pet peeve is people saying, "I know exactly how you feel." Because nobody knows exactly how you feel.

And do people say it to you a lot?
People say it a lot in general, yeah. It comes from a good place but it's just something that's not true.

That's exactly right. Very Jackie of you.

Ruth Negga and Natalie Portman on the cover W's February 2017 issue.

Photographs by Craig McDean. Styled by Edward Enninful. Hair by Orlando Pita for Orlando Pita Play; Makeup by Peter Philips for Dior; Manicures by Michelle Saunders for Essie at Forward Artists. Set design by Piers Hanmer.