+2,494.8%
NVDL vs IAG
+865.9%
+1,628.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -4.2% |
| 7D | -8.7% | -4.1% | -4.6% | -7.9% |
| 30D | -1.3% | +10.6% | -11.9% | -3.5% |
| 3M | +11.4% | +35.4% | -24.0% | +4.0% |
| 6M | +22.9% | -9.5% | +32.4% | +23.3% |
| YTD | +15.4% | +21.8% | -6.4% | +8.9% |
| 1Y | +18.8% | +84.1% | -65.4% | +3.4% |
| 3Y | +641.4% | +817.4% | -176.0% | +467.8% |
| All | +2,494.8% | +865.9% | +1,628.9% | +1,884.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling