+64.2%
IWM vs NIO
-59.9%
+124.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +0.4% |
| 7D | -2.0% | +5.6% | -7.6% | -2.6% |
| 30D | -1.5% | -4.2% | +2.8% | -1.1% |
| 3M | -8.0% | -26.3% | +18.3% | -5.4% |
| 6M | -4.1% | -42.5% | +38.4% | +0.8% |
| YTD | +11.9% | -33.5% | +45.5% | +15.4% |
| 1Y | +15.0% | -52.7% | +67.7% | +22.4% |
| 3Y | +64.2% | -57.5% | +121.7% | +72.9% |
| All | +64.2% | -59.9% | +124.1% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling