+76.9%
IBM vs NVDL
+2,480.8%
-2,403.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.2% | -2.3% |
| 7D | -0.3% | -8.7% | +8.4% | +0.1% |
| 30D | -1.8% | -1.3% | -0.5% | -1.9% |
| 3M | -13.5% | +11.4% | -24.8% | -14.3% |
| 6M | -5.1% | +22.9% | -28.0% | -6.9% |
| YTD | -19.4% | +15.4% | -34.8% | -20.8% |
| 1Y | -6.5% | +18.8% | -25.3% | -8.7% |
| 3Y | +73.8% | +641.4% | -567.6% | +50.4% |
| All | +76.9% | +2,480.8% | -2,403.8% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling