-20.1%
NVDL vs IYR
+12.4%
-32.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.1% | -9.2% | -5.0% |
| 7D | -14.0% | +6.9% | -20.9% | -12.1% |
| 30D | -31.2% | +10.2% | -41.4% | -29.3% |
| 3M | -15.5% | -0.3% | -15.2% | -14.5% |
| 6M | -10.3% | +3.6% | -13.9% | -9.9% |
| YTD | -5.8% | +12.5% | -18.3% | -6.2% |
| 1Y | -20.1% | +12.4% | -32.5% | -20.4% |
| All | -20.1% | +12.4% | -32.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling