-100.0%
NIVF vs SPY
+77.4%
-177.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.0% |
| 7D | -16.5% | +0.5% | -17.1% | -17.1% |
| 30D | -41.2% | -0.9% | -40.2% | -40.4% |
| 3M | -77.4% | +3.9% | -81.3% | -78.5% |
| 6M | -93.6% | +14.5% | -108.2% | -94.7% |
| YTD | -98.5% | +12.9% | -111.4% | -98.7% |
| 1Y | -99.9% | +19.4% | -119.2% | -99.9% |
| All | -100.0% | +77.4% | -177.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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