+136.0%
NVO vs ITW
+194.8%
-58.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.3% | -2.4% |
| 7D | -7.6% | -0.7% | -6.8% | -7.4% |
| 30D | -6.0% | -8.3% | +2.4% | -3.7% |
| 3M | -0.8% | +6.0% | -6.8% | -2.6% |
| 6M | +16.5% | 0.0% | +16.5% | +15.9% |
| YTD | -11.1% | +10.2% | -21.4% | -14.4% |
| 1Y | -16.7% | +3.2% | -19.9% | -18.2% |
| 3Y | -52.9% | +21.0% | -73.9% | -56.0% |
| 5Y | -3.0% | +37.9% | -40.9% | -13.8% |
| All | +136.0% | +194.8% | -58.8% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling