-99.1%
NVD vs IAG
+825.8%
-924.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.2% | +6.7% | +3.9% |
| 7D | +9.0% | -4.1% | +13.1% | +7.8% |
| 30D | -5.5% | +10.6% | -16.1% | -2.3% |
| 3M | -24.6% | +35.4% | -60.0% | -16.3% |
| 6M | -42.1% | -9.5% | -32.5% | -40.1% |
| YTD | -44.3% | +21.8% | -66.2% | -37.5% |
| 1Y | -54.2% | +84.1% | -138.3% | -41.6% |
| 3Y | -99.1% | +817.4% | -916.5% | -98.4% |
| All | -99.1% | +825.8% | -924.9% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling