-99.1%
NVD vs IFF
+39.0%
-138.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.4% |
| 7D | +9.0% | -2.8% | +11.8% | +8.1% |
| 30D | -5.5% | -1.1% | -4.3% | -5.8% |
| 3M | -24.6% | +13.8% | -38.4% | -20.8% |
| 6M | -42.1% | +16.7% | -58.7% | -37.4% |
| YTD | -44.3% | +26.1% | -70.5% | -37.9% |
| 1Y | -54.2% | +33.5% | -87.7% | -47.8% |
| 3Y | -99.1% | +31.6% | -130.7% | -98.9% |
| All | -99.1% | +39.0% | -138.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling