+148.3%
NVO vs IP
+20.7%
+127.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -3.2% | -11.2% | +8.0% | -1.0% |
| 3M | +11.5% | +12.3% | -0.8% | +8.6% |
| 6M | +22.9% | -5.2% | +28.1% | +23.1% |
| YTD | -6.8% | -4.0% | -2.9% | -7.0% |
| 1Y | -12.6% | -19.2% | +6.6% | -10.1% |
| 3Y | -49.6% | +20.3% | -69.9% | -51.9% |
| 5Y | +0.6% | -17.5% | +18.1% | +1.9% |
| 10Y | +148.3% | +21.2% | +127.1% | +124.4% |
| All | +148.3% | +20.7% | +127.6% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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