+106.5%
IWM vs NVT
+694.8%
-588.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | -2.5% | +2.0% | -4.6% | -3.5% |
| 30D | -4.4% | -7.2% | +2.8% | -1.7% |
| 3M | +2.2% | -0.9% | +3.1% | +0.8% |
| 6M | +14.0% | +42.6% | -28.6% | -5.8% |
| YTD | +17.4% | +52.9% | -35.5% | -6.7% |
| 1Y | +22.9% | +64.5% | -41.5% | -6.3% |
| 3Y | +62.1% | +178.0% | -115.9% | -10.3% |
| 5Y | +38.2% | +402.8% | -364.6% | -44.8% |
| All | +106.5% | +694.8% | -588.4% | -36.3% |
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