-33.5%
NVT vs IWD
+13.1%
-46.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | +8.0% | +2.3% | +5.7% | +5.5% |
| 30D | -24.8% | +3.6% | -28.4% | -26.6% |
| 3M | -32.4% | +2.2% | -34.6% | -33.1% |
| 6M | -33.5% | +13.0% | -46.4% | -46.2% |
| All | -33.5% | +13.1% | -46.6% | -46.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling