+18.8%
NVDL vs ICE
-7.7%
+26.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | 0.0% |
| 7D | -10.3% | -2.4% | -7.9% | -10.8% |
| 30D | -7.1% | +4.0% | -11.1% | -6.5% |
| 3M | +6.6% | +13.7% | -7.1% | +9.0% |
| 6M | +21.1% | +0.9% | +20.1% | +21.3% |
| YTD | +15.2% | -2.1% | +17.4% | +17.9% |
| 1Y | +18.8% | -9.5% | +28.3% | +28.3% |
| All | +18.8% | -7.7% | +26.5% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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