-99.1%
NVD vs IFF
+38.3%
-137.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.1% |
| 7D | +10.8% | -3.2% | +14.0% | +9.7% |
| 30D | +0.8% | -0.3% | +1.0% | +0.7% |
| 3M | -20.8% | +8.4% | -29.3% | -18.2% |
| 6M | -41.2% | +23.0% | -64.2% | -35.4% |
| YTD | -44.2% | +25.5% | -69.7% | -37.9% |
| 1Y | -54.2% | +29.1% | -83.2% | -48.6% |
| 3Y | -99.1% | +31.7% | -130.8% | -99.0% |
| All | -99.1% | +38.3% | -137.4% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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