-26.7%
NVTS vs IWD
+76.4%
-103.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +9.6% | +1.6% | +8.0% | +6.9% |
| 30D | -13.0% | +3.6% | -16.6% | -19.2% |
| 3M | -28.8% | +2.0% | -30.8% | -31.6% |
| 6M | -48.5% | +13.1% | -61.5% | -60.9% |
| YTD | +31.4% | +26.2% | +5.2% | -20.3% |
| 1Y | -2.3% | +29.6% | -31.9% | -44.1% |
| 3Y | +49.8% | +84.3% | -34.5% | -59.7% |
| 5Y | -43.2% | +73.4% | -116.6% | -80.0% |
| All | -26.7% | +76.4% | -103.1% | -74.6% |
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