+80.1%
IWM vs NIO
-51.7%
+131.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.2% |
| 7D | +1.4% | -14.5% | +15.9% | +3.0% |
| 30D | +2.3% | -15.0% | +17.2% | +3.9% |
| 3M | -8.3% | -35.6% | +27.2% | -4.3% |
| 6M | -1.3% | -55.7% | +54.3% | +6.6% |
| YTD | +13.5% | -43.1% | +56.6% | +18.9% |
| 1Y | +18.4% | -53.5% | +71.9% | +26.4% |
| 3Y | +69.6% | -59.8% | +129.4% | +76.3% |
| 5Y | +23.3% | -93.2% | +116.5% | +42.9% |
| All | +80.1% | -51.7% | +131.8% | +71.5% |
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