+649.9%
NVDL vs IRM
+102.2%
+547.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -1.7% |
| 7D | -10.3% | -1.4% | -8.9% | -9.3% |
| 30D | -7.1% | -7.4% | +0.3% | -1.2% |
| 3M | +6.6% | -7.4% | +13.9% | +12.6% |
| 6M | +21.1% | +8.7% | +12.4% | +10.3% |
| YTD | +15.2% | +40.9% | -25.7% | -16.0% |
| 1Y | +18.8% | +20.5% | -1.7% | -2.3% |
| 3Y | +649.9% | +101.7% | +548.2% | +291.4% |
| All | +649.9% | +102.2% | +547.7% | +291.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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