+40.6%
NVDL vs IP
-18.9%
+59.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.4% |
| 7D | +11.7% | -5.3% | +16.9% | +12.4% |
| 30D | +7.8% | -10.9% | +18.7% | +9.4% |
| 3M | +3.3% | +11.2% | -7.9% | +0.2% |
| 6M | +38.9% | -10.2% | +49.1% | +33.2% |
| YTD | +28.5% | -2.0% | +30.5% | +27.2% |
| 1Y | +40.6% | -19.1% | +59.7% | +30.9% |
| All | +40.6% | -18.9% | +59.5% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling