-52.9%
NVO vs IBKR
+291.8%
-344.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.7% |
| 7D | -7.6% | -1.3% | -6.2% | -7.3% |
| 30D | -6.0% | -0.2% | -5.7% | -6.1% |
| 3M | -0.8% | +3.0% | -3.7% | -2.2% |
| 6M | +16.5% | +33.9% | -17.4% | +6.2% |
| YTD | -11.1% | +42.5% | -53.6% | -19.7% |
| 1Y | -16.7% | +44.9% | -61.6% | -25.1% |
| 3Y | -52.9% | +293.0% | -345.9% | -64.0% |
| All | -52.9% | +291.8% | -344.8% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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