-61.4%
NVD vs IBN
-4.0%
-57.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.6% |
| 7D | -11.1% | +1.4% | -12.5% | -10.7% |
| 30D | -13.3% | -0.3% | -12.9% | -13.3% |
| 3M | -19.8% | +17.1% | -36.9% | -14.4% |
| 6M | -48.8% | +3.4% | -52.2% | -45.2% |
| YTD | -49.7% | +2.5% | -52.2% | -47.4% |
| 1Y | -61.4% | -4.2% | -57.2% | -59.9% |
| All | -61.4% | -4.0% | -57.4% | -59.9% |
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