+91.6%
IWM vs NIO
-36.7%
+128.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.4% |
| 7D | +0.1% | -13.0% | +13.1% | +1.5% |
| 30D | -1.3% | -18.3% | +17.0% | +0.7% |
| 3M | +1.6% | -33.2% | +34.8% | +5.6% |
| 6M | +13.6% | -21.5% | +35.0% | +15.5% |
| YTD | +20.8% | -25.5% | +46.2% | +23.3% |
| 1Y | +26.4% | -38.0% | +64.4% | +30.8% |
| 3Y | +60.7% | -65.5% | +126.1% | +69.1% |
| 5Y | +38.2% | -90.6% | +128.8% | +55.2% |
| All | +91.6% | -36.7% | +128.2% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling