-99.2%
NVD vs IAG
+826.7%
-925.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +3.4% |
| 7D | -7.7% | +4.3% | -11.9% | -6.4% |
| 30D | -5.8% | +9.8% | -15.6% | -2.9% |
| 3M | -23.2% | +28.9% | -52.1% | -15.8% |
| 6M | -49.7% | -7.6% | -42.1% | -47.8% |
| YTD | -47.7% | +22.0% | -69.6% | -41.2% |
| 1Y | -61.3% | +99.5% | -160.8% | -49.6% |
| 3Y | -99.2% | +818.3% | -917.4% | -98.5% |
| All | -99.2% | +826.7% | -925.9% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling