+136.0%
NVO vs IFF
-20.3%
+156.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -7.6% | -3.2% | -4.4% | -7.1% |
| 30D | -6.0% | -0.3% | -5.7% | -5.9% |
| 3M | -0.8% | +8.4% | -9.2% | -2.2% |
| 6M | +16.5% | +23.0% | -6.6% | +12.0% |
| YTD | -11.1% | +25.5% | -36.6% | -15.0% |
| 1Y | -16.7% | +29.1% | -45.8% | -20.8% |
| 3Y | -52.9% | +31.7% | -84.6% | -55.2% |
| 5Y | -3.0% | -35.2% | +32.2% | +2.3% |
| All | +136.0% | -20.3% | +156.3% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling