+649.9%
NVDL vs IBKR
+291.8%
+358.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -2.5% |
| 7D | -10.3% | -1.3% | -9.0% | -9.0% |
| 30D | -7.1% | -0.2% | -6.9% | -7.7% |
| 3M | +6.6% | +3.0% | +3.6% | +0.7% |
| 6M | +21.1% | +33.9% | -12.8% | -14.4% |
| YTD | +15.2% | +42.5% | -27.3% | -24.8% |
| 1Y | +18.8% | +44.9% | -26.1% | -23.9% |
| 3Y | +649.9% | +293.0% | +356.9% | +136.7% |
| All | +649.9% | +291.8% | +358.1% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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