-36.1%
NVD vs IRE
-97.2%
+61.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +39.6% | -45.1% | +0.8% |
| 7D | +16.8% | -27.2% | +44.0% | +16.3% |
| 30D | +54.3% | -75.1% | +129.5% | +35.6% |
| 3M | +24.3% | -77.9% | +102.1% | +11.5% |
| 6M | +0.6% | -94.6% | +95.2% | -17.1% |
| YTD | -27.7% | -91.5% | +63.8% | -29.5% |
| 1Y | -29.4% | -97.8% | +68.4% | -36.1% |
| All | -36.1% | -97.2% | +61.1% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling