+141.2%
NVO vs IWD
+201.1%
-59.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -7.4% | -2.3% | -5.0% | -6.1% |
| 30D | -5.5% | -1.8% | -3.7% | -4.5% |
| 3M | +4.1% | +8.0% | -3.9% | -0.4% |
| 6M | +19.3% | +17.0% | +2.4% | +9.2% |
| YTD | -9.2% | +21.3% | -30.5% | -18.4% |
| 1Y | -15.0% | +27.9% | -43.0% | -25.7% |
| 3Y | -50.9% | +70.1% | -120.9% | -62.8% |
| 5Y | -0.9% | +74.2% | -75.0% | -26.3% |
| All | +141.2% | +201.1% | -59.9% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling