+688.3%
NVDL vs IWD
+69.9%
+618.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -0.5% |
| 7D | -0.8% | -1.2% | +0.3% | +1.9% |
| 30D | +3.4% | -1.6% | +5.1% | +7.0% |
| 3M | +8.1% | +7.0% | +1.1% | -8.0% |
| 6M | +31.9% | +17.0% | +14.9% | -8.2% |
| YTD | +21.1% | +21.6% | -0.5% | -22.9% |
| 1Y | +34.0% | +28.0% | +6.0% | -24.8% |
| All | +688.3% | +69.9% | +618.4% | +187.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling