+1,266.3%
NVDL vs IWD
+77.8%
+1,188.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.5% |
| 7D | -24.8% | +2.3% | -27.1% | -28.6% |
| 30D | -48.0% | +3.6% | -51.6% | -51.9% |
| 3M | -51.5% | +2.2% | -53.7% | -53.9% |
| 6M | -54.9% | +13.0% | -67.9% | -65.5% |
| YTD | -39.2% | +26.5% | -65.7% | -63.7% |
| 1Y | -41.1% | +30.1% | -71.3% | -67.2% |
| 3Y | +262.9% | +84.9% | +178.1% | +8.5% |
| All | +1,266.3% | +77.8% | +1,188.5% | +343.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling