+31.9%
NVDL vs IWF
+10.9%
+21.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.5% |
| 7D | -0.8% | +0.5% | -1.4% | -2.3% |
| 30D | +3.4% | -1.4% | +4.8% | +8.7% |
| 3M | +8.1% | +0.4% | +7.7% | +10.3% |
| 6M | +31.9% | +8.5% | +23.4% | +16.9% |
| All | +31.9% | +10.9% | +21.0% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling