-30.2%
NVD vs IAG
+56.5%
-86.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +10.2% | -3.8% | +9.6% |
| 7D | +15.0% | +1.1% | +13.9% | +15.3% |
| 30D | +39.3% | -5.3% | +44.5% | +37.4% |
| 3M | +3.1% | +18.0% | -14.9% | +10.2% |
| 6M | -19.0% | +7.1% | -26.1% | -13.8% |
| YTD | -35.5% | +5.9% | -41.5% | -30.2% |
| 1Y | -30.2% | +59.4% | -89.6% | -10.7% |
| All | -30.2% | +56.5% | -86.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling