-37.2%
NVDL vs IP
-2.1%
-35.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.9% | -11.6% | -9.2% |
| 7D | -23.4% | -3.0% | -20.3% | -22.9% |
| 30D | -41.3% | +10.6% | -51.9% | -42.4% |
| 3M | -40.6% | -13.6% | -27.0% | -39.0% |
| 6M | -39.8% | +10.4% | -50.2% | -42.4% |
| YTD | -26.2% | -6.5% | -19.7% | -25.0% |
| All | -37.2% | -2.1% | -35.0% | -34.6% |
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