-9.0%
NVD vs IRE
-97.6%
+88.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -14.4% | +18.3% | +1.4% |
| 7D | +28.6% | -31.8% | +60.5% | +22.1% |
| 30D | +73.6% | -71.8% | +145.4% | +54.0% |
| 3M | +70.1% | -88.9% | +159.0% | +37.3% |
| 6M | +53.6% | -95.4% | +148.9% | +22.1% |
| YTD | -7.0% | -94.2% | +87.2% | -14.1% |
| 1Y | -9.0% | -97.1% | +88.1% | -17.3% |
| All | -9.0% | -97.6% | +88.6% | -17.3% |
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