-98.7%
NVD vs IWD
+78.3%
-177.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -4.8% |
| 7D | +27.3% | -0.6% | +27.9% | +26.2% |
| 30D | +59.9% | +3.6% | +56.3% | +72.8% |
| 3M | +39.4% | +2.7% | +36.8% | +47.3% |
| 6M | +27.6% | +13.2% | +14.4% | +71.3% |
| YTD | -17.9% | +26.8% | -44.7% | +47.2% |
| 1Y | -14.5% | +29.3% | -43.7% | +60.6% |
| 3Y | -98.6% | +85.1% | -183.7% | -93.6% |
| All | -98.7% | +78.3% | -177.0% | -94.6% |
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