+43.0%
NVTS vs IWD
+73.3%
-30.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +8.1% |
| 7D | +2.7% | -0.3% | +3.0% | +3.3% |
| 30D | -4.5% | +0.6% | -5.0% | -6.4% |
| 3M | -61.5% | +7.2% | -68.8% | -68.1% |
| 6M | +28.0% | +16.2% | +11.8% | -10.9% |
| YTD | +65.3% | +23.3% | +41.9% | +1.7% |
| 1Y | +113.0% | +29.6% | +83.4% | +19.3% |
| All | +43.0% | +73.3% | -30.3% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling