+77.4%
IBM vs NVDL
+662.3%
-584.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +3.5% |
| 7D | +3.6% | -0.8% | +4.4% | +3.6% |
| 30D | +1.5% | +3.4% | -1.9% | +1.3% |
| 3M | -12.9% | +8.1% | -21.0% | -13.6% |
| 6M | -3.9% | +31.9% | -35.8% | -6.2% |
| YTD | -17.3% | +21.1% | -38.5% | -19.1% |
| 1Y | -5.0% | +34.0% | -39.0% | -7.9% |
| All | +77.4% | +662.3% | -584.9% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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