-16.7%
NVO vs IBN
-5.9%
-10.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.9% |
| 7D | -7.6% | -3.0% | -4.6% | -6.4% |
| 30D | -6.0% | -1.5% | -4.5% | -5.3% |
| 3M | -0.8% | +7.9% | -8.7% | -3.3% |
| 6M | +16.5% | +8.6% | +7.8% | +12.5% |
| YTD | -11.1% | -0.6% | -10.6% | -11.6% |
| 1Y | -16.7% | -7.3% | -9.4% | -17.1% |
| All | -16.7% | -5.9% | -10.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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