+2,622.7%
NVDL vs IRM
+134.9%
+2,487.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.2% |
| 7D | -0.8% | +3.0% | -3.9% | -3.1% |
| 30D | +3.4% | -5.2% | +8.6% | +8.2% |
| 3M | +8.1% | -8.0% | +16.1% | +15.1% |
| 6M | +31.9% | +9.2% | +22.7% | +19.5% |
| YTD | +21.1% | +41.0% | -19.9% | -12.1% |
| 1Y | +34.0% | +23.3% | +10.8% | +7.8% |
| 3Y | +677.9% | +102.8% | +575.1% | +289.0% |
| All | +2,622.7% | +134.9% | +2,487.8% | +1,026.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling