-54.2%
NVD vs IAG
+86.2%
-140.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.5% |
| 7D | +10.8% | -1.1% | +11.9% | +10.5% |
| 30D | +0.8% | +12.1% | -11.4% | +4.7% |
| 3M | -20.8% | +25.5% | -46.4% | -13.6% |
| 6M | -41.2% | -7.1% | -34.0% | -36.9% |
| YTD | -44.2% | +22.9% | -67.1% | -37.4% |
| 1Y | -54.2% | +83.3% | -137.5% | -41.5% |
| All | -54.2% | +86.2% | -140.4% | -41.5% |
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