+40.6%
NVDL vs IAG
+119.5%
-78.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.3% |
| 7D | +11.7% | -0.5% | +12.2% | +11.8% |
| 30D | +7.8% | +28.9% | -21.0% | -0.2% |
| 3M | +3.3% | +19.1% | -15.8% | -2.7% |
| 6M | +38.9% | -10.3% | +49.1% | +35.0% |
| YTD | +28.5% | +24.2% | +4.3% | +18.2% |
| 1Y | +40.6% | +116.5% | -75.9% | -1.8% |
| All | +40.6% | +119.5% | -78.9% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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