+99.7%
IWM vs NVT
+488.5%
-388.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.4% | +8.0% | -6.6% | -1.8% |
| 30D | +2.3% | -24.8% | +27.1% | +12.7% |
| 3M | -8.3% | -32.4% | +24.1% | +4.6% |
| 6M | -1.3% | -33.5% | +32.1% | +11.8% |
| YTD | +13.5% | +13.2% | +0.3% | -0.5% |
| 1Y | +18.4% | +9.0% | +9.4% | +5.2% |
| 3Y | +69.6% | +129.4% | -59.8% | -1.7% |
| 5Y | +23.3% | +230.1% | -206.8% | -42.3% |
| All | +99.7% | +488.5% | -388.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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