+75.5%
IBM vs NVDL
+2,657.6%
-2,582.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -1.0% |
| 7D | +0.3% | +7.3% | -7.0% | 0.0% |
| 30D | -1.5% | -0.7% | -0.8% | -1.6% |
| 3M | -16.8% | +9.5% | -26.2% | -17.5% |
| 6M | -9.0% | +41.6% | -50.7% | -11.3% |
| YTD | -20.1% | +23.3% | -43.4% | -21.7% |
| 1Y | -7.0% | +40.3% | -47.3% | -9.9% |
| 3Y | +72.4% | +692.2% | -619.8% | +48.8% |
| All | +75.5% | +2,657.6% | -2,582.1% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling