+31.9%
NVDL vs ICE
-4.5%
+36.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -2.0% |
| 7D | -0.8% | -0.9% | 0.0% | -1.0% |
| 30D | +3.4% | +4.0% | -0.6% | +4.0% |
| 3M | +8.1% | +11.0% | -2.9% | +10.5% |
| 6M | +31.9% | -5.0% | +36.8% | +32.6% |
| All | +31.9% | -4.5% | +36.3% | +32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling