+66.1%
IWM vs NVDL
+2,476.2%
-2,410.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | -10.3% | +7.9% | -1.4% |
| 30D | -4.6% | -7.1% | +2.6% | -4.1% |
| 3M | -0.3% | +6.6% | -6.9% | -1.5% |
| 6M | +14.7% | +21.1% | -6.3% | +11.3% |
| YTD | +17.8% | +15.2% | +2.6% | +14.4% |
| 1Y | +21.2% | +18.8% | +2.4% | +16.6% |
| 3Y | +62.3% | +649.9% | -587.6% | +24.5% |
| All | +66.1% | +2,476.2% | -2,410.1% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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