-0.2%
NVTS vs IWD
+29.9%
-30.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.0% | +9.3% | +3.5% |
| 7D | +20.8% | +1.3% | +19.6% | +17.3% |
| 30D | -11.1% | +3.6% | -14.7% | -21.0% |
| 3M | -31.0% | +2.3% | -33.4% | -36.4% |
| 6M | -47.4% | +13.0% | -60.4% | -68.1% |
| YTD | +34.2% | +26.2% | +8.0% | -44.2% |
| All | -0.2% | +29.9% | -30.1% | -60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling