-9.4%
NVTS vs IWD
+70.0%
-79.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -1.9% |
| 7D | +3.5% | -1.2% | +4.7% | +6.3% |
| 30D | -11.9% | -1.6% | -10.3% | -8.8% |
| 3M | -49.2% | +7.0% | -56.2% | -57.4% |
| 6M | +38.4% | +17.0% | +21.5% | -2.7% |
| YTD | +62.5% | +21.6% | +40.8% | +6.2% |
| 1Y | +101.4% | +28.0% | +73.4% | +19.2% |
| 3Y | +40.4% | +70.6% | -30.1% | -55.0% |
| All | -9.4% | +70.0% | -79.4% | -66.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling