-99.2%
NVD vs IWD
+71.7%
-170.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +2.0% |
| 7D | -7.7% | -0.2% | -7.5% | -7.8% |
| 30D | -5.8% | -0.8% | -5.0% | -7.7% |
| 3M | -23.2% | +8.0% | -31.2% | -7.6% |
| 6M | -49.7% | +18.2% | -67.9% | -23.6% |
| YTD | -47.7% | +22.3% | -70.0% | -13.1% |
| 1Y | -61.3% | +28.9% | -90.2% | -27.0% |
| 3Y | -99.2% | +71.5% | -170.7% | -96.9% |
| All | -99.2% | +71.7% | -170.9% | -96.9% |
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