+65.4%
IWM vs NVDL
+2,480.8%
-2,415.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.6% |
| 7D | -2.5% | -8.7% | +6.1% | -1.7% |
| 30D | -4.4% | -1.3% | -3.1% | -4.5% |
| 3M | +2.2% | +11.4% | -9.1% | +0.6% |
| 6M | +14.0% | +22.9% | -8.9% | +10.5% |
| YTD | +17.4% | +15.4% | +1.9% | +13.9% |
| 1Y | +22.9% | +18.8% | +4.2% | +18.3% |
| 3Y | +62.1% | +641.4% | -579.3% | +24.4% |
| All | +65.4% | +2,480.8% | -2,415.4% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling