-20.1%
NVDL vs IEF
-1.9%
-18.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.5% | -6.6% | -6.5% |
| 7D | -14.0% | +0.9% | -14.9% | -14.8% |
| 30D | -31.2% | +3.1% | -34.3% | -34.4% |
| 3M | -15.5% | -1.4% | -14.1% | -11.5% |
| 6M | -10.3% | -1.6% | -8.7% | -6.1% |
| YTD | -5.8% | -2.1% | -3.7% | -4.6% |
| 1Y | -20.1% | -2.0% | -18.1% | -18.6% |
| All | -20.1% | -1.9% | -18.1% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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