+202.5%
NVO vs IP
+31.6%
+170.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.1% |
| 7D | +2.3% | -3.0% | +5.3% | +2.9% |
| 30D | +7.1% | +10.6% | -3.5% | +5.0% |
| 3M | -11.3% | -13.6% | +2.3% | -9.0% |
| 6M | -9.0% | +10.4% | -19.4% | -11.2% |
| YTD | -14.6% | -6.5% | -8.1% | -14.4% |
| 1Y | -4.9% | -2.1% | -2.8% | -5.5% |
| 3Y | -54.9% | +22.0% | -76.9% | -57.0% |
| 5Y | -18.7% | -9.7% | -9.0% | -19.0% |
| 10Y | +202.5% | +26.8% | +175.7% | +194.0% |
| All | +202.5% | +31.6% | +170.9% | +194.0% |
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