+2,490.2%
NVDL vs INVH
-2.0%
+2,492.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -10.3% | -3.0% | -7.3% | -9.7% |
| 30D | -7.1% | -7.5% | +0.4% | -5.7% |
| 3M | +6.6% | -5.5% | +12.1% | +7.4% |
| 6M | +21.1% | +11.7% | +9.4% | +15.3% |
| YTD | +15.2% | +1.3% | +13.9% | +13.0% |
| 1Y | +18.8% | -6.1% | +24.9% | +20.1% |
| 3Y | +649.9% | -9.8% | +659.7% | +651.2% |
| All | +2,490.2% | -2.0% | +2,492.2% | +2,306.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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