+2,490.2%
NVDL vs IOT
+169.0%
+2,321.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -10.3% | -4.5% | -5.8% | -8.8% |
| 30D | -7.1% | -2.4% | -4.7% | -6.5% |
| 3M | +6.6% | +19.0% | -12.4% | -2.8% |
| 6M | +21.1% | +19.6% | +1.4% | +8.2% |
| YTD | +15.2% | +8.3% | +6.9% | +4.9% |
| 1Y | +18.8% | -0.8% | +19.6% | +11.5% |
| 3Y | +649.9% | +24.4% | +625.5% | +550.0% |
| All | +2,490.2% | +169.0% | +2,321.2% | +1,293.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling