+17.1%
IP vs NVDX
+394.1%
-377.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.0% | +9.8% | -0.5% |
| 7D | 0.0% | -34.6% | +34.6% | +2.3% |
| 30D | +9.4% | -47.9% | +57.3% | +13.2% |
| 3M | -14.1% | -44.4% | +30.4% | -11.6% |
| 6M | +9.2% | -47.3% | +56.5% | +12.2% |
| YTD | -7.5% | -36.9% | +29.3% | -6.4% |
| 1Y | -2.8% | -46.8% | +44.0% | -0.8% |
| 3Y | +21.2% | +295.2% | -274.0% | +19.6% |
| All | +17.1% | +394.1% | -377.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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