+1,040.6%
NBIS vs IWM
+29.9%
+1,010.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -2.9% |
| 7D | +8.3% | -2.5% | +10.8% | +14.5% |
| 30D | +18.1% | -4.4% | +22.5% | +30.9% |
| 3M | +7.8% | +2.2% | +5.5% | +5.9% |
| 6M | +136.6% | +14.0% | +122.5% | +86.1% |
| YTD | +172.5% | +17.4% | +155.2% | +108.9% |
| 1Y | +144.3% | +22.9% | +121.3% | +72.1% |
| All | +1,040.6% | +29.9% | +1,010.7% | +666.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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