+129.8%
NOK vs IWD
+195.0%
-65.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.6% |
| 7D | +9.3% | -1.2% | +10.5% | +10.4% |
| 30D | +17.9% | -1.6% | +19.5% | +19.5% |
| 3M | -22.3% | +7.0% | -29.3% | -27.1% |
| 6M | +36.4% | +17.0% | +19.4% | +19.1% |
| YTD | +66.3% | +21.6% | +44.7% | +40.2% |
| 1Y | +134.4% | +28.0% | +106.4% | +88.7% |
| 3Y | +186.6% | +70.6% | +116.0% | +78.3% |
| 5Y | +102.7% | +73.3% | +29.3% | +25.6% |
| 10Y | +129.8% | +200.5% | -70.7% | -16.0% |
| All | +129.8% | +195.0% | -65.2% | -16.0% |
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