-98.8%
NVD vs IWD
+77.5%
-176.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.0% | +6.7% | +13.1% |
| 7D | +23.8% | +1.3% | +22.5% | +27.0% |
| 30D | +57.0% | +3.6% | +53.4% | +69.4% |
| 3M | +41.6% | +2.3% | +39.2% | +48.3% |
| 6M | +17.6% | +13.0% | +4.5% | +57.4% |
| YTD | -21.4% | +26.2% | -47.6% | +39.4% |
| 1Y | -23.3% | +30.5% | -53.7% | +47.5% |
| 3Y | -98.7% | +86.2% | -184.9% | -94.1% |
| All | -98.8% | +77.5% | -176.2% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling