+1,463.3%
NVDL vs IP
+8.7%
+1,454.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.1% | +6.3% |
| 7D | -26.2% | -2.8% | -23.4% | -25.3% |
| 30D | -43.2% | +9.2% | -52.4% | -45.2% |
| 3M | -40.5% | -16.1% | -24.4% | -37.0% |
| 6M | -45.4% | +9.6% | -55.0% | -48.5% |
| YTD | -30.5% | -8.8% | -21.7% | -30.3% |
| 1Y | -37.1% | -5.5% | -31.6% | -38.2% |
| 3Y | +318.7% | +19.6% | +299.1% | +315.2% |
| All | +1,463.3% | +8.7% | +1,454.6% | +1,481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling