+1,266.3%
NVDL vs IR
+52.3%
+1,214.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.7% |
| 7D | -24.8% | +2.5% | -27.3% | -26.9% |
| 30D | -48.0% | +9.2% | -57.2% | -52.1% |
| 3M | -51.5% | +0.9% | -52.5% | -52.2% |
| 6M | -54.9% | +19.2% | -74.2% | -62.4% |
| YTD | -39.2% | +7.5% | -46.7% | -47.1% |
| 1Y | -41.1% | +11.7% | -52.9% | -51.6% |
| 3Y | +262.9% | +23.9% | +239.0% | +179.1% |
| All | +1,266.3% | +52.3% | +1,214.1% | +728.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling