+649.9%
NVDL vs IOT
+23.8%
+626.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -10.3% | -4.5% | -5.8% | -8.6% |
| 30D | -7.1% | -2.4% | -4.7% | -6.4% |
| 3M | +6.6% | +19.0% | -12.4% | -3.8% |
| 6M | +21.1% | +19.6% | +1.4% | +6.7% |
| YTD | +15.2% | +8.3% | +6.9% | +3.9% |
| 1Y | +18.8% | -0.8% | +19.6% | +10.9% |
| 3Y | +649.9% | +24.4% | +625.5% | +578.8% |
| All | +649.9% | +23.8% | +626.1% | +578.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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