+808.3%
IWM vs NVS
+1,016.1%
-207.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.2% |
| 7D | +0.1% | +4.0% | -3.9% | -2.0% |
| 30D | -1.3% | +3.6% | -4.8% | -3.2% |
| 3M | +1.6% | +7.8% | -6.2% | -2.8% |
| 6M | +13.6% | -0.2% | +13.7% | +12.7% |
| YTD | +20.8% | +19.6% | +1.2% | +9.3% |
| 1Y | +26.4% | +28.4% | -2.0% | +10.1% |
| 3Y | +60.7% | +76.2% | -15.5% | +16.9% |
| 5Y | +38.2% | +111.1% | -72.9% | -9.8% |
| 10Y | +169.5% | +224.3% | -54.8% | +39.1% |
| All | +808.3% | +1,016.1% | -207.9% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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