+38.1%
IWM vs NVTS
-15.6%
+53.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | -0.2% |
| 7D | +0.1% | +2.7% | -2.6% | -0.1% |
| 30D | -1.3% | -4.5% | +3.2% | -1.1% |
| 3M | +1.6% | -61.5% | +63.1% | +7.7% |
| 6M | +13.6% | +28.0% | -14.4% | +8.5% |
| YTD | +20.8% | +65.3% | -44.5% | +12.5% |
| 1Y | +26.4% | +113.0% | -86.6% | +14.1% |
| 3Y | +60.7% | +34.7% | +26.0% | +45.3% |
| All | +38.1% | -15.6% | +53.7% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling