+1,031.9%
NBIS vs IWM
+33.6%
+998.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +6.9% |
| 7D | +8.2% | +0.1% | +8.1% | +8.1% |
| 30D | +3.4% | -1.3% | +4.6% | +7.1% |
| 3M | -12.8% | +1.6% | -14.4% | -13.0% |
| 6M | +131.5% | +13.6% | +118.0% | +83.9% |
| YTD | +170.5% | +20.8% | +149.7% | +95.0% |
| 1Y | +248.8% | +26.4% | +222.4% | +130.4% |
| All | +1,031.9% | +33.6% | +998.3% | +615.9% |
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