-61.4%
NVD vs IWD
+30.5%
-91.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -2.5% |
| 7D | -11.1% | -0.3% | -10.8% | -11.4% |
| 30D | -13.3% | +0.6% | -13.8% | -12.4% |
| 3M | -19.8% | +7.2% | -27.0% | -7.5% |
| 6M | -48.8% | +16.2% | -65.0% | -28.7% |
| YTD | -49.7% | +23.3% | -73.0% | -24.8% |
| 1Y | -61.4% | +29.6% | -90.9% | -39.4% |
| All | -61.4% | +30.5% | -91.8% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling