+18.8%
NVDL vs IR
-8.8%
+27.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -10.3% | -4.5% | -5.8% | -9.0% |
| 30D | -7.1% | -13.9% | +6.8% | -2.7% |
| 3M | +6.6% | -0.3% | +6.9% | +6.5% |
| 6M | +21.1% | -14.3% | +35.4% | +23.6% |
| YTD | +15.2% | -7.9% | +23.1% | +17.1% |
| 1Y | +18.8% | -9.9% | +28.7% | +25.5% |
| All | +18.8% | -8.8% | +27.6% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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