-64.6%
NOK vs IWD
+745.9%
-810.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.4% |
| 7D | +11.0% | +1.7% | +9.3% | +9.0% |
| 30D | -16.0% | +3.2% | -19.2% | -18.8% |
| 3M | -19.8% | +2.3% | -22.1% | -21.8% |
| 6M | -37.1% | +12.9% | -50.1% | -45.0% |
| YTD | +28.0% | +26.2% | +1.7% | -0.9% |
| 1Y | +17.9% | +28.3% | -10.3% | -10.3% |
| 3Y | +152.7% | +84.4% | +68.3% | +26.1% |
| 5Y | +62.3% | +73.0% | -10.7% | -12.1% |
| 10Y | +128.1% | +203.3% | -75.3% | -39.8% |
| All | -64.6% | +745.9% | -810.5% | -97.3% |
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