+649.9%
NVDL vs IEF
+9.0%
+640.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.3% |
| 7D | -10.3% | -1.3% | -9.0% | -11.1% |
| 30D | -7.1% | -1.7% | -5.4% | -8.2% |
| 3M | +6.6% | -2.5% | +9.1% | +4.7% |
| 6M | +21.1% | -3.3% | +24.3% | +17.2% |
| YTD | +15.2% | -2.8% | +18.0% | +12.1% |
| 1Y | +18.8% | -2.7% | +21.5% | +16.1% |
| 3Y | +649.9% | +8.9% | +641.0% | +586.3% |
| All | +649.9% | +9.0% | +640.9% | +586.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling