+1,122.8%
NVO vs IBKR
+1,349.8%
-227.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.6% |
| 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% | -1.9% |
| 6M | +16.5% | +33.9% | -17.4% | +8.3% |
| YTD | -11.1% | +42.5% | -53.6% | -18.3% |
| 1Y | -16.7% | +44.9% | -61.6% | -23.9% |
| 3Y | -52.9% | +293.0% | -345.9% | -65.8% |
| 5Y | -3.0% | +497.7% | -500.6% | -36.7% |
| 10Y | +147.1% | +1,004.4% | -857.3% | +34.1% |
| All | +1,122.8% | +1,349.8% | -227.0% | +427.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling