-42.1%
NVDL vs IP
+10.5%
-52.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.9% | -11.6% | -9.1% |
| 7D | -23.4% | -3.0% | -20.3% | -23.1% |
| 30D | -41.3% | +10.6% | -51.9% | -42.0% |
| 3M | -40.6% | -13.6% | -27.0% | -39.2% |
| All | -42.1% | +10.5% | -52.6% | -47.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling