+2,622.7%
NVDL vs IWF
+112.2%
+2,510.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.2% |
| 7D | -0.8% | +0.5% | -1.4% | -2.6% |
| 30D | +3.4% | -1.4% | +4.8% | +10.0% |
| 3M | +8.1% | +0.4% | +7.7% | +8.8% |
| 6M | +31.9% | +8.5% | +23.4% | +3.8% |
| YTD | +21.1% | +3.7% | +17.4% | +14.2% |
| 1Y | +34.0% | +8.5% | +25.6% | +11.1% |
| 3Y | +677.9% | +78.5% | +599.4% | +90.0% |
| All | +2,622.7% | +112.2% | +2,510.5% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling