+649.9%
NVDL vs IVZ
+134.7%
+515.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.1% |
| 7D | -10.3% | -2.4% | -7.9% | -8.5% |
| 30D | -7.1% | +3.0% | -10.1% | -9.3% |
| 3M | +6.6% | +14.9% | -8.3% | -5.1% |
| 6M | +21.1% | +36.7% | -15.7% | -7.2% |
| YTD | +15.2% | +25.7% | -10.5% | -6.1% |
| 1Y | +18.8% | +47.7% | -28.9% | -15.8% |
| 3Y | +649.9% | +138.8% | +511.1% | +258.9% |
| All | +649.9% | +134.7% | +515.2% | +258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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