+2,494.8%
NVDL vs IWD
+70.5%
+2,424.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.1% |
| 7D | -8.7% | -2.3% | -6.4% | -3.8% |
| 30D | -1.3% | -1.8% | +0.5% | +2.4% |
| 3M | +11.4% | +8.0% | +3.3% | -6.7% |
| 6M | +22.9% | +17.0% | +5.9% | -13.0% |
| YTD | +15.4% | +21.3% | -5.9% | -24.4% |
| 1Y | +18.8% | +27.9% | -9.2% | -31.4% |
| 3Y | +641.4% | +70.1% | +571.3% | +163.7% |
| All | +2,494.8% | +70.5% | +2,424.3% | +823.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling