+32.4%
IWM vs NVTS
-28.0%
+60.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.4% | -6.5% | +0.4% |
| 7D | -0.3% | +7.9% | -8.3% | -1.0% |
| 30D | +1.9% | +0.8% | +1.1% | +1.5% |
| 3M | -5.7% | -26.0% | +20.3% | -4.2% |
| 6M | -0.3% | -55.5% | +55.3% | +3.6% |
| YTD | +15.8% | +41.0% | -25.3% | +8.6% |
| 1Y | +17.1% | +10.4% | +6.7% | +11.5% |
| 3Y | +73.1% | +60.9% | +12.2% | +50.2% |
| 5Y | +25.9% | -42.8% | +68.6% | +10.1% |
| All | +32.4% | -28.0% | +60.4% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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