-25.2%
NVTS vs IWD
+76.4%
-101.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.0% | +9.3% | +6.3% |
| 7D | +20.8% | +1.3% | +19.6% | +18.7% |
| 30D | -11.1% | +3.6% | -14.7% | -17.5% |
| 3M | -31.0% | +2.3% | -33.4% | -34.2% |
| 6M | -47.4% | +13.0% | -60.4% | -60.1% |
| YTD | +34.2% | +26.2% | +8.0% | -18.6% |
| 1Y | +22.2% | +30.5% | -8.3% | -31.0% |
| 3Y | +68.4% | +86.2% | -17.8% | -55.7% |
| 5Y | -39.0% | +72.9% | -111.9% | -78.5% |
| All | -25.2% | +76.4% | -101.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling