-16.7%
NVO vs ICE
-7.7%
-9.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.2% | -2.6% |
| 7D | -7.6% | -2.4% | -5.2% | -6.5% |
| 30D | -6.0% | +4.0% | -10.0% | -7.8% |
| 3M | -0.8% | +13.7% | -14.4% | -6.2% |
| 6M | +16.5% | +0.9% | +15.5% | +15.9% |
| YTD | -11.1% | -2.1% | -9.0% | -8.1% |
| 1Y | -16.7% | -9.5% | -7.2% | -23.3% |
| All | -16.7% | -7.7% | -9.0% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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