+547.5%
NBIS vs IP
-19.4%
+566.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.8% | +6.7% | +7.3% |
| 7D | -16.0% | -5.1% | -10.9% | -14.8% |
| 30D | -45.4% | +8.5% | -53.9% | -46.7% |
| 3M | -31.8% | -13.8% | -18.0% | -29.3% |
| 6M | -33.6% | +5.7% | -39.4% | -36.6% |
| YTD | +54.7% | -9.1% | +63.8% | +54.3% |
| 1Y | +18.3% | -0.8% | +19.1% | +13.3% |
| All | +547.5% | -19.4% | +566.8% | +661.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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