+37.5%
IWM vs NVTS
-14.2%
+51.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.6% |
| 7D | +1.4% | +9.7% | -8.3% | +0.7% |
| 30D | -2.3% | -13.6% | +11.3% | -1.4% |
| 3M | +4.0% | -51.0% | +54.9% | +8.5% |
| 6M | +17.9% | +46.3% | -28.4% | +11.7% |
| YTD | +20.2% | +68.1% | -47.9% | +11.8% |
| 1Y | +25.0% | +113.9% | -88.9% | +12.8% |
| 3Y | +66.0% | +45.3% | +20.7% | +48.6% |
| All | +37.5% | -14.2% | +51.7% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling