-25.3%
NVTS vs IWD
+76.4%
-101.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -4.0% |
| 7D | +21.6% | +1.7% | +19.9% | +17.1% |
| 30D | -8.5% | +3.2% | -11.7% | -14.1% |
| 3M | -31.4% | +2.3% | -33.7% | -34.4% |
| 6M | -50.3% | +12.9% | -63.3% | -62.3% |
| YTD | +33.9% | +26.2% | +7.7% | -18.8% |
| 1Y | +10.6% | +28.3% | -17.6% | -35.0% |
| 3Y | +52.7% | +84.4% | -31.7% | -58.9% |
| 5Y | -48.5% | +73.0% | -121.5% | -81.8% |
| All | -25.3% | +76.4% | -101.8% | -74.1% |
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