-20.1%
NVDL vs ITW
+24.0%
-44.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.4% | -8.5% | -6.2% |
| 7D | -14.0% | +6.3% | -20.3% | -14.4% |
| 30D | -31.2% | +11.1% | -42.3% | -31.8% |
| 3M | -15.5% | +0.1% | -15.6% | -14.9% |
| 6M | -10.3% | +18.1% | -28.3% | -12.6% |
| YTD | -5.8% | +21.4% | -27.2% | -0.1% |
| 1Y | -20.1% | +22.9% | -43.0% | -12.7% |
| All | -20.1% | +24.0% | -44.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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