+2,490.2%
NVDL vs ITW
+26.8%
+2,463.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | -10.3% | -0.7% | -9.6% | -9.9% |
| 30D | -7.1% | -8.3% | +1.2% | -1.9% |
| 3M | +6.6% | +6.0% | +0.6% | +1.5% |
| 6M | +21.1% | 0.0% | +21.1% | +20.0% |
| YTD | +15.2% | +10.2% | +5.0% | +5.8% |
| 1Y | +18.8% | +3.2% | +15.6% | +13.8% |
| 3Y | +649.9% | +21.0% | +628.9% | +488.9% |
| All | +2,490.2% | +26.8% | +2,463.3% | +1,636.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling