+166.4%
IWM vs NOK
+144.6%
+21.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.4% | -0.7% |
| 7D | -2.4% | +11.0% | -13.4% | -4.7% |
| 30D | -4.6% | +7.8% | -12.4% | -6.3% |
| 3M | -0.3% | -21.0% | +20.7% | +4.1% |
| 6M | +14.7% | +40.9% | -26.2% | +2.9% |
| YTD | +17.8% | +72.0% | -54.2% | +0.3% |
| 1Y | +21.2% | +140.9% | -119.7% | -6.4% |
| 3Y | +62.3% | +194.3% | -131.9% | +17.1% |
| 5Y | +38.7% | +112.5% | -73.8% | +7.2% |
| All | +166.4% | +144.6% | +21.8% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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