+501.5%
NVT vs IWD
+157.9%
+343.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -1.0% |
| 7D | +8.0% | +2.3% | +5.7% | +4.8% |
| 30D | -24.8% | +3.6% | -28.4% | -28.5% |
| 3M | -32.4% | +2.2% | -34.6% | -34.6% |
| 6M | -33.5% | +13.0% | -46.4% | -44.1% |
| YTD | +13.2% | +26.5% | -13.3% | -18.4% |
| 1Y | +9.0% | +30.1% | -21.2% | -24.4% |
| 3Y | +129.4% | +84.9% | +44.5% | +0.1% |
| 5Y | +230.1% | +73.4% | +156.7% | +58.7% |
| All | +501.5% | +157.9% | +343.6% | +88.2% |
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