+66.1%
IWM vs NVD
-99.2%
+165.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.3% | -0.1% |
| 7D | +1.4% | -7.7% | +9.1% | +0.7% |
| 30D | -2.3% | -5.8% | +3.5% | -2.5% |
| 3M | +4.0% | -23.2% | +27.2% | +2.3% |
| 6M | +17.9% | -49.7% | +67.7% | +12.5% |
| YTD | +20.2% | -47.7% | +67.9% | +15.6% |
| 1Y | +25.0% | -61.3% | +86.3% | +17.9% |
| 3Y | +66.0% | -99.2% | +165.2% | +23.0% |
| All | +66.1% | -99.2% | +165.2% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling