+14.8%
IP vs NVD
-98.6%
+113.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.0% | -11.1% | -1.5% |
| 7D | -0.9% | +17.0% | -17.9% | +0.1% |
| 30D | +6.7% | +77.3% | -70.6% | +10.7% |
| 3M | -16.6% | +61.6% | -78.2% | -13.7% |
| 6M | +6.0% | +40.7% | -34.7% | +9.3% |
| YTD | -10.7% | -10.5% | -0.2% | -9.8% |
| 1Y | -6.7% | -6.1% | -0.6% | -5.3% |
| 3Y | +17.1% | -98.4% | +115.6% | +12.7% |
| All | +14.8% | -98.6% | +113.4% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling