-31.9%
NVDL vs IP
-16.9%
-15.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.5% | +5.4% |
| 7D | -18.2% | -5.1% | -13.1% | -18.7% |
| 30D | -40.1% | +8.5% | -48.6% | -39.1% |
| 3M | -31.9% | -13.8% | -18.1% | -35.4% |
| All | -31.9% | -16.9% | -15.0% | -35.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling