+2,490.2%
NVDL vs IWF
+111.9%
+2,378.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -2.9% |
| 7D | -10.3% | -0.9% | -9.4% | -7.3% |
| 30D | -7.1% | -1.7% | -5.4% | 0.0% |
| 3M | +6.6% | +0.7% | +5.9% | +6.2% |
| 6M | +21.1% | +8.6% | +12.5% | -5.0% |
| YTD | +15.2% | +3.5% | +11.7% | +9.2% |
| 1Y | +18.8% | +7.0% | +11.8% | +3.2% |
| 3Y | +649.9% | +76.3% | +573.6% | +90.8% |
| All | +2,490.2% | +111.9% | +2,378.3% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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