-98.6%
NVD vs IWD
+77.5%
-176.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.8% | +10.9% |
| 7D | +43.9% | +1.6% | +42.3% | +48.7% |
| 30D | +74.0% | +3.6% | +70.4% | +87.9% |
| 3M | +48.3% | +2.0% | +46.3% | +54.5% |
| 6M | +30.3% | +13.1% | +17.3% | +74.5% |
| YTD | -12.9% | +26.2% | -39.1% | +54.6% |
| 1Y | -4.0% | +29.6% | -33.5% | +81.2% |
| 3Y | -98.5% | +84.3% | -182.8% | -93.3% |
| All | -98.6% | +77.5% | -176.1% | -94.4% |
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 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