+132.5%
NOK vs IWD
+205.2%
-72.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +1.9% |
| 7D | +2.2% | -0.6% | +2.7% | +3.0% |
| 30D | -14.7% | +3.6% | -18.3% | -17.3% |
| 3M | -10.6% | +2.7% | -13.3% | -12.7% |
| 6M | -39.4% | +13.2% | -52.6% | -45.6% |
| YTD | +30.4% | +26.8% | +3.7% | +6.2% |
| 1Y | +22.3% | +29.3% | -6.9% | -2.1% |
| 3Y | +157.6% | +85.1% | +72.5% | +49.3% |
| 5Y | +64.6% | +74.2% | -9.7% | +1.4% |
| 10Y | +132.5% | +204.6% | -72.1% | -13.6% |
| All | +132.5% | +205.2% | -72.8% | -13.6% |
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