+91.4%
IEMG vs NVDL
+2,476.2%
-2,384.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | -10.3% | +9.0% | -0.3% |
| 30D | +1.9% | -7.1% | +9.0% | +2.4% |
| 3M | +1.4% | +6.6% | -5.2% | +0.3% |
| 6M | +15.2% | +21.1% | -5.9% | +12.3% |
| YTD | +23.8% | +15.2% | +8.6% | +20.8% |
| 1Y | +30.7% | +18.8% | +11.9% | +26.5% |
| 3Y | +83.3% | +649.9% | -566.6% | +45.7% |
| All | +91.4% | +2,476.2% | -2,384.8% | +37.7% |
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