+77.6%
IVV vs NVDL
+676.2%
-598.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | +0.5% | +7.3% | -6.8% | -0.3% |
| 30D | -1.0% | -0.7% | -0.3% | -1.2% |
| 3M | +3.9% | +9.5% | -5.6% | +2.0% |
| 6M | +14.5% | +41.6% | -27.1% | +8.5% |
| YTD | +12.9% | +23.3% | -10.4% | +8.1% |
| 1Y | +19.4% | +40.3% | -20.9% | +11.8% |
| All | +77.6% | +676.2% | -598.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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