+29.8%
IWM vs NVTS
-36.0%
+65.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +0.1% |
| 7D | +1.4% | +3.9% | -2.5% | +1.1% |
| 30D | +2.3% | -4.3% | +6.6% | +2.3% |
| 3M | -8.3% | -34.5% | +26.2% | -6.0% |
| 6M | -1.3% | -57.7% | +56.4% | +3.0% |
| YTD | +13.5% | +25.4% | -11.8% | +7.4% |
| 1Y | +18.4% | +13.1% | +5.3% | +12.6% |
| 3Y | +69.6% | +48.9% | +20.7% | +47.5% |
| 5Y | +23.3% | -51.8% | +75.1% | +9.1% |
| All | +29.8% | -36.0% | +65.8% | +12.0% |
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