+717.0%
NVT vs IWD
+151.5%
+565.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.5% |
| 7D | +5.1% | -0.3% | +5.4% | +5.5% |
| 30D | -3.7% | +0.6% | -4.3% | -4.7% |
| 3M | -10.1% | +7.2% | -17.4% | -18.7% |
| 6M | +37.5% | +16.2% | +21.3% | +11.7% |
| YTD | +53.7% | +23.3% | +30.4% | +15.1% |
| 1Y | +70.9% | +29.6% | +41.3% | +19.6% |
| 3Y | +180.4% | +70.5% | +109.9% | +37.3% |
| 5Y | +393.5% | +73.5% | +320.0% | +138.0% |
| All | +717.0% | +151.5% | +565.5% | +165.4% |
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