+1,266.3%
NVDL vs IP
+8.0%
+1,258.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.5% |
| 7D | -24.8% | -0.3% | -24.5% | -24.8% |
| 30D | -48.0% | +7.9% | -56.0% | -49.6% |
| 3M | -51.5% | -15.3% | -36.2% | -48.8% |
| 6M | -54.9% | +10.5% | -65.4% | -57.6% |
| YTD | -39.2% | -9.4% | -29.8% | -38.9% |
| 1Y | -41.1% | -4.6% | -36.5% | -42.4% |
| 3Y | +262.9% | +21.2% | +241.7% | +258.5% |
| All | +1,266.3% | +8.0% | +1,258.4% | +1,286.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling