-100.0%
NIVF vs SPY
+84.4%
-184.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -9.1% | -0.4% | -8.7% | -8.9% |
| 30D | -39.8% | -1.4% | -38.4% | -39.2% |
| 3M | -75.2% | +3.7% | -78.9% | -75.8% |
| 6M | -94.2% | +13.0% | -107.2% | -94.7% |
| YTD | -98.5% | +12.4% | -110.9% | -98.6% |
| 1Y | -99.9% | +18.5% | -118.4% | -99.9% |
| 3Y | -100.0% | +77.6% | -177.6% | -100.0% |
| All | -100.0% | +84.4% | -184.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling