+23.9%
IP vs NVD
-99.1%
+123.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.1% |
| 7D | -5.3% | -11.1% | +5.8% | -5.9% |
| 30D | -10.9% | -13.3% | +2.4% | -11.4% |
| 3M | +11.2% | -19.8% | +31.0% | +10.3% |
| 6M | -10.2% | -48.8% | +38.6% | -12.8% |
| YTD | -2.0% | -49.7% | +47.7% | -4.7% |
| 1Y | -19.1% | -61.4% | +42.3% | -22.2% |
| All | +23.9% | -99.1% | +123.1% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling