+29.7%
NVDL vs IRE
-84.4%
+114.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.0% | -12.3% | -0.3% |
| 7D | +11.7% | +54.8% | -43.1% | +4.8% |
| 30D | +7.8% | +18.4% | -10.6% | +4.4% |
| 3M | +3.3% | -66.7% | +70.0% | +12.0% |
| 6M | +38.9% | -52.3% | +91.2% | +35.5% |
| YTD | +28.5% | -52.3% | +80.8% | +20.3% |
| All | +29.7% | -84.4% | +114.2% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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