+3,996.5%
NVO vs IAG
+378.9%
+3,617.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.5% | -1.5% |
| 7D | -4.7% | +1.7% | -6.4% | -4.8% |
| 30D | -5.4% | +11.4% | -16.9% | -6.2% |
| 3M | +7.0% | +33.0% | -26.1% | +4.7% |
| 6M | +17.6% | -6.0% | +23.6% | +17.4% |
| YTD | -8.0% | +24.6% | -32.6% | -10.3% |
| 1Y | -13.8% | +105.0% | -118.8% | -18.8% |
| 3Y | -50.3% | +837.9% | -888.2% | -58.5% |
| 5Y | +0.7% | +817.0% | -816.3% | -18.0% |
| 10Y | +155.6% | +425.3% | -269.7% | +105.7% |
| All | +3,996.5% | +378.9% | +3,617.6% | +2,536.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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