+29,197.5%
NVO vs IP
+331.0%
+28,866.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +0.8% | -5.1% | +5.8% | +1.8% |
| 30D | +5.4% | +8.5% | -3.2% | +3.8% |
| 3M | -11.2% | -13.8% | +2.6% | -8.8% |
| 6M | -10.8% | +5.7% | -16.5% | -12.2% |
| YTD | -16.8% | -9.1% | -7.7% | -16.3% |
| 1Y | -9.0% | -0.8% | -8.2% | -10.0% |
| 3Y | -56.5% | +14.8% | -71.3% | -58.7% |
| 5Y | -20.3% | -11.5% | -8.8% | -21.6% |
| 10Y | +196.5% | +27.9% | +168.5% | +162.0% |
| All | +29,197.5% | +331.0% | +28,866.5% | +16,844.6% |
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