+2.3%
IP vs NVD
-27.4%
+29.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | +1.8% |
| 7D | +3.4% | +15.0% | -11.6% | +4.2% |
| 30D | +11.2% | +39.3% | -28.0% | +13.5% |
| 3M | -14.8% | +3.1% | -17.9% | -14.4% |
| 6M | +17.3% | -19.0% | +36.3% | +16.7% |
| YTD | -6.2% | -35.5% | +29.4% | -8.6% |
| 1Y | +2.3% | -30.2% | +32.5% | -1.4% |
| All | +2.3% | -27.4% | +29.7% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling