-7.8%
NVTS vs IWD
+72.4%
-80.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +8.0% |
| 7D | +2.7% | -0.3% | +3.0% | +3.2% |
| 30D | -4.5% | +0.6% | -5.0% | -6.2% |
| 3M | -61.5% | +7.2% | -68.8% | -67.6% |
| 6M | +28.0% | +16.2% | +11.8% | -8.5% |
| YTD | +65.3% | +23.3% | +41.9% | +4.5% |
| 1Y | +113.0% | +29.6% | +83.4% | +22.3% |
| 3Y | +34.7% | +70.5% | -35.8% | -56.8% |
| All | -7.8% | +72.4% | -80.2% | -66.7% |
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 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