-29.8%
NVDL vs IRE
-97.5%
+67.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +12.1% | -6.3% | +3.8% |
| 7D | -26.2% | -15.1% | -11.1% | -25.0% |
| 30D | -43.2% | -71.4% | +28.1% | -33.8% |
| 3M | -40.5% | -81.2% | +40.6% | -27.6% |
| 6M | -45.4% | -93.7% | +48.3% | -28.3% |
| YTD | -30.5% | -92.2% | +61.8% | -18.5% |
| 1Y | -37.1% | -97.3% | +60.2% | -21.8% |
| All | -29.8% | -97.5% | +67.7% | -13.6% |
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