+15.8%
IP vs NVD
-98.8%
+114.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +18.7% | -22.6% | -2.8% |
| 7D | -5.0% | +33.7% | -38.7% | -3.2% |
| 30D | +6.5% | +65.8% | -59.2% | +10.0% |
| 3M | -18.0% | +31.8% | -49.8% | -16.3% |
| 6M | +10.3% | -5.9% | +16.2% | +11.0% |
| YTD | -9.9% | -23.5% | +13.6% | -9.9% |
| 1Y | -1.1% | -20.0% | +18.9% | -0.6% |
| 3Y | +13.0% | -98.8% | +111.8% | +7.3% |
| All | +15.8% | -98.8% | +114.6% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling