-20.1%
NVDL vs IFF
+44.8%
-64.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.9% | -1.2% | -5.5% |
| 7D | -14.0% | -3.3% | -10.7% | -13.7% |
| 30D | -31.2% | +5.3% | -36.5% | -31.9% |
| 3M | -15.5% | +8.9% | -24.4% | -16.9% |
| 6M | -10.3% | +26.3% | -36.6% | -14.2% |
| YTD | -5.8% | +32.2% | -38.0% | -8.1% |
| 1Y | -20.1% | +45.8% | -65.8% | -17.2% |
| All | -20.1% | +44.8% | -64.9% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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