+2,490.2%
NVDL vs IWD
+72.0%
+2,418.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -2.1% |
| 7D | -10.3% | -0.8% | -9.5% | -8.7% |
| 30D | -7.1% | -0.8% | -6.3% | -5.6% |
| 3M | +6.6% | +6.9% | -0.3% | -8.7% |
| 6M | +21.1% | +18.3% | +2.8% | -16.4% |
| YTD | +15.2% | +22.4% | -7.1% | -26.0% |
| 1Y | +18.8% | +27.4% | -8.6% | -30.6% |
| 3Y | +649.9% | +71.2% | +578.7% | +162.7% |
| All | +2,490.2% | +72.0% | +2,418.2% | +804.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling