+2,490.2%
NVDL vs IJH
+53.1%
+2,437.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.8% |
| 7D | -10.3% | -1.9% | -8.5% | -6.7% |
| 30D | -7.1% | -4.6% | -2.5% | +2.9% |
| 3M | +6.6% | -1.2% | +7.7% | +10.2% |
| 6M | +21.1% | +9.4% | +11.7% | +2.8% |
| YTD | +15.2% | +13.3% | +1.9% | -8.7% |
| 1Y | +18.8% | +13.4% | +5.4% | -6.1% |
| 3Y | +649.9% | +50.4% | +599.5% | +299.7% |
| All | +2,490.2% | +53.1% | +2,437.1% | +1,230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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