+62.1%
IWM vs NVD
-99.1%
+161.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -0.6% |
| 7D | -2.5% | +9.0% | -11.6% | -1.7% |
| 30D | -4.4% | -5.5% | +1.0% | -4.6% |
| 3M | +2.2% | -24.6% | +26.9% | +0.4% |
| 6M | +14.0% | -42.1% | +56.1% | +10.2% |
| YTD | +17.4% | -44.3% | +61.7% | +13.5% |
| 1Y | +22.9% | -54.2% | +77.1% | +17.8% |
| 3Y | +62.1% | -99.1% | +161.2% | +20.8% |
| All | +62.1% | -99.1% | +161.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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