-57.1%
NOK vs IWD
+726.5%
-783.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +3.4% |
| 7D | -1.8% | -0.3% | -1.5% | -1.5% |
| 30D | +4.7% | +0.6% | +4.1% | +3.8% |
| 3M | -39.7% | +7.2% | -46.9% | -44.1% |
| 6M | +23.1% | +16.2% | +6.9% | +4.6% |
| YTD | +55.0% | +23.3% | +31.7% | +23.1% |
| 1Y | +118.0% | +29.6% | +88.5% | +63.4% |
| 3Y | +170.5% | +70.5% | +100.0% | +47.4% |
| 5Y | +84.9% | +73.5% | +11.4% | -0.5% |
| 10Y | +112.0% | +198.3% | -86.3% | -43.1% |
| All | -57.1% | +726.5% | -783.6% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling