+152.6%
NOK vs IWD
+84.1%
+68.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +4.7% |
| 7D | -1.4% | +1.3% | -2.7% | -2.5% |
| 30D | -21.0% | +3.6% | -24.6% | -23.7% |
| 3M | -12.6% | +2.3% | -14.9% | -14.6% |
| 6M | -36.2% | +13.0% | -49.2% | -43.4% |
| YTD | +26.4% | +26.2% | +0.2% | +2.0% |
| 1Y | +19.6% | +30.5% | -10.9% | -6.3% |
| 3Y | +152.6% | +86.2% | +66.4% | +20.0% |
| All | +152.6% | +84.1% | +68.5% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling