+10.4%
IT vs NIO
-36.8%
+47.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.2% | -7.4% |
| 7D | -9.1% | -6.7% | -2.5% | -8.7% |
| 30D | -7.0% | -20.0% | +13.0% | -5.6% |
| 3M | +7.6% | -30.5% | +38.1% | +10.2% |
| 6M | +2.1% | -20.7% | +22.8% | +3.1% |
| YTD | -31.6% | -25.7% | -5.9% | -30.8% |
| 1Y | -29.9% | -38.6% | +8.7% | -28.3% |
| 3Y | -51.3% | -62.3% | +11.0% | -49.9% |
| 5Y | -44.8% | -90.1% | +45.3% | -40.5% |
| All | +10.4% | -36.8% | +47.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling