+33,769.1%
NVO vs IP
+364.8%
+33,404.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.3% |
| 7D | +2.2% | -5.3% | +7.4% | +3.2% |
| 30D | +6.0% | -10.9% | +16.8% | +8.2% |
| 3M | +7.9% | +11.2% | -3.3% | +5.4% |
| 6M | +27.1% | -10.2% | +37.3% | +28.5% |
| YTD | -3.8% | -2.0% | -1.9% | -4.5% |
| 1Y | -12.8% | -19.1% | +6.2% | -10.5% |
| 3Y | -46.3% | +20.9% | -67.2% | -49.5% |
| 5Y | +3.6% | -17.8% | +21.4% | +3.3% |
| 10Y | +157.0% | +23.5% | +133.5% | +128.7% |
| All | +33,769.1% | +364.8% | +33,404.3% | +19,235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling