-23.9%
NVDX vs IFF
+44.8%
-68.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.9% | -1.3% | -5.6% |
| 7D | -14.1% | -3.3% | -10.8% | -13.8% |
| 30D | -31.3% | +5.3% | -36.6% | -32.1% |
| 3M | -16.2% | +8.9% | -25.1% | -17.6% |
| 6M | -11.9% | +26.3% | -38.2% | -15.7% |
| YTD | -9.4% | +32.2% | -41.6% | -11.7% |
| 1Y | -23.9% | +45.8% | -69.6% | -21.2% |
| All | -23.9% | +44.8% | -68.7% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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