+40.3%
NVDL vs IP
-21.3%
+61.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.7% |
| 7D | +7.3% | +0.1% | +7.2% | +7.3% |
| 30D | -0.7% | -11.2% | +10.6% | +0.8% |
| 3M | +9.5% | +12.3% | -2.8% | +5.9% |
| 6M | +41.6% | -5.2% | +46.9% | +37.0% |
| YTD | +23.3% | -4.0% | +27.3% | +22.5% |
| 1Y | +40.3% | -19.2% | +59.5% | +34.3% |
| All | +40.3% | -21.3% | +61.6% | +34.3% |
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