+479.4%
NBIS vs IWM
+25.6%
+453.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.3% | -9.6% | -9.2% |
| 7D | -10.5% | +1.4% | -11.9% | -12.1% |
| 30D | -37.7% | +2.3% | -40.0% | -39.0% |
| 3M | -54.6% | -8.3% | -46.2% | -43.3% |
| 6M | -44.1% | -1.3% | -42.8% | -38.7% |
| YTD | +38.4% | +13.5% | +24.9% | +17.7% |
| 1Y | +30.7% | +18.4% | +12.3% | +3.0% |
| All | +479.4% | +25.6% | +453.8% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling