+543.2%
NBIS vs IWD
+40.5%
+502.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -0.4% | -16.4% | -16.0% |
| 7D | +6.9% | +1.7% | +5.2% | +4.0% |
| 30D | -37.8% | +3.2% | -41.0% | -41.1% |
| 3M | -50.4% | +2.3% | -52.7% | -52.4% |
| 6M | -28.2% | +12.9% | -41.1% | -44.0% |
| YTD | +53.7% | +26.2% | +27.4% | -3.6% |
| 1Y | +36.3% | +28.3% | +8.1% | -16.9% |
| All | +543.2% | +40.5% | +502.7% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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