+3,886.7%
NVO vs IWD
+747.8%
+3,138.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +3.3% | +2.3% | +1.0% | +1.9% |
| 30D | +9.2% | +3.6% | +5.6% | +7.1% |
| 3M | -9.8% | +2.2% | -11.9% | -10.8% |
| 6M | -10.4% | +13.0% | -23.4% | -16.6% |
| YTD | -14.1% | +26.5% | -40.6% | -25.0% |
| 1Y | -11.1% | +30.1% | -41.2% | -23.6% |
| 3Y | -54.9% | +84.9% | -139.8% | -68.4% |
| 5Y | -17.4% | +73.4% | -90.8% | -40.4% |
| 10Y | +214.4% | +204.0% | +10.4% | +57.8% |
| All | +3,886.7% | +747.8% | +3,138.9% | +916.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling