+33.3%
IYR vs NVD
-99.2%
+132.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | 0.0% |
| 7D | -0.4% | -7.7% | +7.3% | -0.5% |
| 30D | -2.5% | -5.8% | +3.3% | -2.5% |
| 3M | +1.5% | -23.2% | +24.7% | +1.2% |
| 6M | +3.9% | -49.7% | +53.6% | +2.9% |
| YTD | +9.5% | -47.7% | +57.2% | +8.6% |
| 1Y | +7.5% | -61.3% | +68.8% | +6.1% |
| 3Y | +30.8% | -99.2% | +130.0% | +11.4% |
| All | +33.3% | -99.2% | +132.5% | +13.5% |
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