+712.5%
NVT vs IWD
+147.3%
+565.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.7% |
| 7D | +2.0% | -2.3% | +4.4% | +5.4% |
| 30D | -7.2% | -1.8% | -5.4% | -5.0% |
| 3M | -0.9% | +8.0% | -8.9% | -11.4% |
| 6M | +42.6% | +17.0% | +25.6% | +14.7% |
| YTD | +52.9% | +21.3% | +31.6% | +17.1% |
| 1Y | +64.5% | +27.9% | +36.5% | +17.2% |
| 3Y | +178.0% | +70.1% | +107.9% | +36.6% |
| 5Y | +402.8% | +74.2% | +328.6% | +141.1% |
| All | +712.5% | +147.3% | +565.2% | +170.2% |
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