+80.7%
IWM vs NIO
-49.2%
+129.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.2% | -1.1% |
| 7D | +2.8% | -4.7% | +7.4% | +3.2% |
| 30D | +0.6% | -14.3% | +15.0% | +2.2% |
| 3M | -7.8% | -32.8% | +25.0% | -4.2% |
| 6M | -1.0% | -49.8% | +48.9% | +5.7% |
| YTD | +13.9% | -40.2% | +54.1% | +18.7% |
| 1Y | +15.4% | -52.7% | +68.2% | +23.1% |
| 3Y | +70.2% | -57.9% | +128.1% | +76.1% |
| 5Y | +23.7% | -92.9% | +116.5% | +42.7% |
| All | +80.7% | -49.2% | +129.8% | +71.2% |
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