+22.3%
NVDL vs IRE
-84.0%
+106.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.8% | +5.0% | -0.8% |
| 7D | -0.8% | +29.0% | -29.9% | -4.6% |
| 30D | +3.4% | +24.2% | -20.8% | -0.6% |
| 3M | +8.1% | -53.2% | +61.3% | +12.5% |
| 6M | +31.9% | -36.0% | +67.9% | +24.6% |
| YTD | +21.1% | -51.0% | +72.1% | +12.8% |
| All | +22.3% | -84.0% | +106.3% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling