+2,490.2%
NVDL vs IEF
+4.7%
+2,485.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.3% |
| 7D | -10.3% | -1.3% | -9.0% | -10.8% |
| 30D | -7.1% | -1.7% | -5.4% | -7.8% |
| 3M | +6.6% | -2.5% | +9.1% | +5.3% |
| 6M | +21.1% | -3.3% | +24.3% | +18.5% |
| YTD | +15.2% | -2.8% | +18.0% | +13.2% |
| 1Y | +18.8% | -2.7% | +21.5% | +17.0% |
| 3Y | +649.9% | +8.9% | +641.0% | +640.3% |
| All | +2,490.2% | +4.7% | +2,485.5% | +2,378.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling