+806.2%
NVDX vs IFF
+33.3%
+772.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | -8.6% | -2.8% | -5.9% | -7.8% |
| 30D | -1.4% | -1.1% | -0.3% | -1.2% |
| 3M | +10.6% | +13.8% | -3.2% | +5.5% |
| 6M | +20.2% | +16.7% | +3.5% | +12.7% |
| YTD | +11.8% | +26.1% | -14.3% | +0.8% |
| 1Y | +12.9% | +33.5% | -20.6% | -1.5% |
| All | +806.2% | +33.3% | +772.9% | +692.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling