+804.2%
IWM vs NVO
+4,275.6%
-3,471.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -2.3% | -3.2% | +0.9% | -1.6% |
| 3M | +4.0% | +11.5% | -7.5% | +0.6% |
| 6M | +17.9% | +22.9% | -5.0% | +11.1% |
| YTD | +20.2% | -6.8% | +27.0% | +19.7% |
| 1Y | +25.0% | -12.6% | +37.6% | +25.9% |
| 3Y | +66.0% | -49.6% | +115.6% | +83.6% |
| 5Y | +40.0% | +0.6% | +39.5% | +23.6% |
| 10Y | +166.9% | +148.3% | +18.6% | +76.0% |
| All | +804.2% | +4,275.6% | -3,471.4% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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