+31,203.5%
NVO vs IFF
+825.7%
+30,377.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -7.6% | -3.2% | -4.4% | -6.9% |
| 30D | -6.0% | -0.3% | -5.7% | -5.9% |
| 3M | -0.8% | +8.4% | -9.2% | -2.7% |
| 6M | +16.5% | +23.0% | -6.6% | +10.7% |
| YTD | -11.1% | +25.5% | -36.6% | -16.1% |
| 1Y | -16.7% | +29.1% | -45.8% | -21.9% |
| 3Y | -52.9% | +31.7% | -84.6% | -56.3% |
| 5Y | -3.0% | -35.2% | +32.2% | +1.9% |
| 10Y | +147.1% | -20.7% | +167.8% | +137.2% |
| All | +31,203.5% | +825.7% | +30,377.8% | +16,163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling