+73.0%
IWM vs NVD
-98.6%
+171.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.8% | +6.7% | +0.4% |
| 7D | -0.3% | +27.3% | -27.7% | +2.3% |
| 30D | +1.9% | +59.9% | -58.1% | +6.9% |
| 3M | -5.7% | +39.4% | -45.1% | -1.8% |
| 6M | -0.3% | +27.6% | -27.9% | +3.9% |
| YTD | +15.8% | -17.9% | +33.7% | +16.9% |
| 1Y | +17.1% | -14.5% | +31.5% | +18.9% |
| All | +73.0% | -98.6% | +171.6% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling