+5,087.1%
NVO vs IBN
+1,463.9%
+3,623.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | -4.7% | -5.1% | +0.4% | -4.0% |
| 30D | -5.4% | -3.5% | -1.9% | -4.9% |
| 3M | +7.0% | +11.3% | -4.3% | +5.3% |
| 6M | +17.6% | +4.4% | +13.2% | +16.8% |
| YTD | -8.0% | -1.8% | -6.2% | -7.9% |
| 1Y | -13.8% | -8.0% | -5.9% | -12.9% |
| 3Y | -50.3% | +27.1% | -77.3% | -52.2% |
| 5Y | +0.7% | +54.5% | -53.8% | -6.5% |
| 10Y | +155.6% | +314.2% | -158.6% | +99.2% |
| All | +5,087.1% | +1,463.9% | +3,623.1% | +2,993.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling