+2,494.8%
NVDL vs IOT
+169.4%
+2,325.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.5% |
| 7D | -8.7% | -0.8% | -7.9% | -8.4% |
| 30D | -1.3% | -4.7% | +3.4% | +0.2% |
| 3M | +11.4% | +17.8% | -6.4% | +1.9% |
| 6M | +22.9% | +16.8% | +6.1% | +10.9% |
| YTD | +15.4% | +8.4% | +7.0% | +5.0% |
| 1Y | +18.8% | -0.8% | +19.6% | +11.5% |
| 3Y | +641.4% | +25.7% | +615.6% | +540.7% |
| All | +2,494.8% | +169.4% | +2,325.4% | +1,295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling