-98.5%
NVD vs IBB
+68.4%
-166.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +3.4% |
| 7D | +28.6% | -0.5% | +29.2% | +28.0% |
| 30D | +73.6% | +4.6% | +69.1% | +83.5% |
| 3M | +70.1% | +6.8% | +63.3% | +84.9% |
| 6M | +53.6% | +23.1% | +30.5% | +97.5% |
| YTD | -7.0% | +26.0% | -33.0% | +26.5% |
| 1Y | -9.0% | +30.4% | -39.4% | +29.2% |
| 3Y | -98.3% | +85.4% | -183.8% | -95.9% |
| All | -98.5% | +68.4% | -166.9% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling