+24.5%
NVDL vs IRE
-82.8%
+107.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +10.2% | -14.2% | -5.4% |
| 7D | +7.3% | +58.9% | -51.6% | +0.2% |
| 30D | -0.7% | +17.2% | -17.9% | -3.9% |
| 3M | +9.5% | -58.6% | +68.1% | +15.4% |
| 6M | +41.6% | -23.5% | +65.1% | +30.9% |
| YTD | +23.3% | -47.4% | +70.8% | +13.8% |
| All | +24.5% | -82.8% | +107.4% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling