-1.7%
IP vs NVD
-17.3%
+15.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.7% | -5.8% | +3.4% |
| 7D | -3.0% | +23.8% | -26.8% | -1.7% |
| 30D | +10.6% | +57.0% | -46.4% | +13.9% |
| 3M | -13.6% | +41.6% | -55.1% | -11.2% |
| 6M | +10.4% | +17.6% | -7.2% | +12.9% |
| YTD | -6.5% | -21.4% | +14.9% | -8.2% |
| All | -1.7% | -17.3% | +15.7% | -5.6% |
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