+38.2%
IWM vs NVT
+420.2%
-382.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.4% |
| 7D | -1.1% | +7.0% | -8.1% | -3.7% |
| 30D | -3.1% | -2.3% | -0.8% | -2.6% |
| 3M | +2.2% | -3.1% | +5.3% | +1.9% |
| 6M | +15.1% | +47.0% | -32.0% | -4.2% |
| YTD | +18.6% | +56.2% | -37.6% | -4.2% |
| 1Y | +24.0% | +74.5% | -50.6% | -5.3% |
| 3Y | +63.7% | +184.0% | -120.3% | -7.8% |
| 5Y | +38.2% | +410.8% | -372.6% | -46.5% |
| All | +38.2% | +420.2% | -382.0% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling