+0.7%
NVO vs IWD
+72.9%
-72.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -0.9% |
| 7D | -4.7% | -1.2% | -3.6% | -3.9% |
| 30D | -5.4% | -1.6% | -3.8% | -4.2% |
| 3M | +7.0% | +7.0% | 0.0% | +1.8% |
| 6M | +17.6% | +17.0% | +0.6% | +4.9% |
| YTD | -8.0% | +21.6% | -29.7% | -20.0% |
| 1Y | -13.8% | +28.0% | -41.8% | -27.4% |
| 3Y | -50.3% | +70.6% | -120.8% | -64.7% |
| 5Y | +0.7% | +73.3% | -72.7% | -28.8% |
| All | +0.7% | +72.9% | -72.3% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling