-30.2%
NVD vs IBN
+4.2%
-34.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.8% | +2.7% | +7.3% |
| 7D | +15.0% | +8.9% | +6.0% | +17.4% |
| 30D | +39.3% | +12.6% | +26.6% | +44.4% |
| 3M | +3.1% | +3.1% | +0.1% | +3.0% |
| 6M | -19.0% | +20.6% | -39.6% | -10.8% |
| YTD | -35.5% | +5.8% | -41.3% | -33.4% |
| 1Y | -30.2% | +3.7% | -33.8% | -26.5% |
| All | -30.2% | +4.2% | -34.4% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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