-53.8%
NVD vs IRE
-82.8%
+29.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +10.2% | -6.3% | +5.3% |
| 7D | -7.7% | +58.9% | -66.6% | -0.9% |
| 30D | -5.8% | +17.2% | -23.0% | -0.8% |
| 3M | -23.2% | -58.6% | +35.4% | -24.4% |
| 6M | -49.7% | -23.5% | -26.3% | -42.1% |
| YTD | -47.7% | -47.4% | -0.3% | -38.8% |
| All | -53.8% | -82.8% | +29.1% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling