+306.9%
IBKR vs NVD
-99.1%
+406.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | -1.3% | +10.8% | -12.2% | +0.4% |
| 30D | -0.2% | +0.8% | -1.0% | +0.5% |
| 3M | +3.0% | -20.8% | +23.8% | +0.5% |
| 6M | +33.9% | -41.2% | +75.0% | +26.5% |
| YTD | +42.5% | -44.2% | +86.7% | +35.0% |
| 1Y | +44.9% | -54.2% | +99.0% | +35.5% |
| 3Y | +293.0% | -99.1% | +392.1% | +209.9% |
| All | +306.9% | -99.1% | +406.0% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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