+69.4%
IWM vs NVDL
+2,657.6%
-2,588.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | -0.1% |
| 7D | +1.4% | +7.3% | -5.9% | +0.7% |
| 30D | -2.3% | -0.7% | -1.6% | -2.5% |
| 3M | +4.0% | +9.5% | -5.5% | +2.4% |
| 6M | +17.9% | +41.6% | -23.7% | +12.8% |
| YTD | +20.2% | +23.3% | -3.1% | +16.0% |
| 1Y | +25.0% | +40.3% | -15.3% | +18.4% |
| 3Y | +66.0% | +692.2% | -626.2% | +26.6% |
| All | +69.4% | +2,657.6% | -2,588.2% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling