+44.0%
NVTS vs IWD
+78.7%
-34.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +9.9% | +10.5% |
| 7D | +1.5% | -0.5% | +2.0% | +3.9% |
| 30D | -23.8% | +2.7% | -26.5% | -28.2% |
| 3M | -30.6% | +0.9% | -31.5% | -31.6% |
| 6M | -48.4% | +10.5% | -58.9% | -59.4% |
| YTD | +20.6% | +23.7% | -3.1% | -25.5% |
| 1Y | -2.5% | +28.7% | -31.3% | -44.8% |
| 3Y | +44.0% | +79.7% | -35.7% | -65.3% |
| All | +44.0% | +78.7% | -34.8% | -65.3% |
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