-51.9%
NVO vs IBN
+25.1%
-77.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -7.4% | -5.5% | -1.9% | -5.9% |
| 30D | -5.5% | -3.4% | -2.1% | -4.5% |
| 3M | +4.1% | +8.7% | -4.6% | +2.0% |
| 6M | +19.3% | +3.7% | +15.6% | +17.9% |
| YTD | -9.2% | -2.4% | -6.8% | -8.9% |
| 1Y | -15.0% | -8.1% | -6.9% | -14.0% |
| All | -51.9% | +25.1% | -77.0% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling