+82.1%
IWM vs NIO
-45.3%
+127.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.3% |
| 7D | +0.3% | +2.8% | -2.5% | 0.0% |
| 30D | +0.6% | -8.4% | +9.0% | +1.4% |
| 3M | -6.2% | -32.0% | +25.7% | -2.7% |
| 6M | -0.8% | -43.9% | +43.2% | +4.7% |
| YTD | +14.8% | -35.7% | +50.4% | +18.8% |
| 1Y | +16.1% | -51.1% | +67.3% | +23.4% |
| 3Y | +71.5% | -54.7% | +126.2% | +76.2% |
| 5Y | +25.8% | -91.7% | +117.5% | +43.2% |
| All | +82.1% | -45.3% | +127.4% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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