+31.3%
IWM vs NVTS
-32.9%
+64.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +0.3% | +9.6% | -9.3% | -0.5% |
| 30D | +0.6% | -13.0% | +13.6% | +1.3% |
| 3M | -6.2% | -28.8% | +22.6% | -4.4% |
| 6M | -0.8% | -48.5% | +47.7% | +1.9% |
| YTD | +14.8% | +31.4% | -16.6% | +8.2% |
| 1Y | +16.1% | -2.3% | +18.4% | +11.6% |
| 3Y | +71.5% | +49.8% | +21.7% | +49.7% |
| 5Y | +25.8% | -43.2% | +68.9% | +10.1% |
| All | +31.3% | -32.9% | +64.2% | +12.8% |
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