-52.9%
NVO vs IEF
+9.0%
-61.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -7.6% | -1.3% | -6.2% | -7.4% |
| 30D | -6.0% | -1.7% | -4.2% | -5.8% |
| 3M | -0.8% | -2.5% | +1.8% | -0.6% |
| 6M | +16.5% | -3.3% | +19.7% | +16.6% |
| YTD | -11.1% | -2.8% | -8.3% | -11.0% |
| 1Y | -16.7% | -2.7% | -14.0% | -16.6% |
| 3Y | -52.9% | +8.9% | -61.8% | -53.4% |
| All | -52.9% | +9.0% | -61.9% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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