-5.5%
IP vs NVD
-12.8%
+7.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.8% | +4.4% | -1.7% |
| 7D | -2.8% | +27.3% | -30.1% | -1.1% |
| 30D | +9.2% | +59.9% | -50.7% | +12.7% |
| 3M | -16.1% | +39.4% | -55.6% | -14.0% |
| 6M | +9.6% | +27.6% | -18.0% | +12.8% |
| YTD | -8.8% | -17.9% | +9.1% | -10.2% |
| 1Y | -5.5% | -14.5% | +8.9% | -8.3% |
| All | -5.5% | -12.8% | +7.2% | -8.3% |
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