-30.2%
NVD vs IRE
-97.6%
+67.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -23.2% | +29.7% | +2.9% |
| 7D | +15.0% | -46.8% | +61.8% | +6.7% |
| 30D | +39.3% | -75.5% | +114.8% | +18.6% |
| 3M | +3.1% | -79.4% | +82.5% | -11.1% |
| 6M | -19.0% | -91.3% | +72.3% | -30.7% |
| YTD | -35.5% | -90.8% | +55.3% | -38.4% |
| 1Y | -30.2% | -97.7% | +67.5% | -35.7% |
| All | -30.2% | -97.6% | +67.4% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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