+0.6%
NVD vs IRE
-93.7%
+94.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +39.6% | -45.1% | +2.0% |
| 7D | +16.8% | -27.2% | +44.0% | +16.0% |
| 30D | +54.3% | -75.1% | +129.5% | +32.9% |
| 3M | +24.3% | -77.9% | +102.1% | +9.3% |
| 6M | +0.6% | -94.6% | +95.2% | -20.9% |
| All | +0.6% | -93.7% | +94.3% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling