+127.9%
NOK vs IWD
+203.0%
-75.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.7% |
| 7D | +5.4% | +2.3% | +3.1% | +3.3% |
| 30D | -14.1% | +3.6% | -17.7% | -16.7% |
| 3M | -23.6% | +2.2% | -25.7% | -25.0% |
| 6M | -45.1% | +13.0% | -58.1% | -50.7% |
| YTD | +24.7% | +26.5% | -1.8% | +1.7% |
| 1Y | +19.0% | +30.1% | -11.1% | -5.3% |
| 3Y | +147.0% | +84.9% | +62.2% | +43.3% |
| 5Y | +58.2% | +73.4% | -15.2% | -2.2% |
| All | +127.9% | +203.0% | -75.1% | -17.6% |
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