+162.7%
NVO vs IR
+271.1%
-108.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -7.6% | -4.5% | -3.1% | -6.8% |
| 30D | -6.0% | -13.9% | +8.0% | -3.4% |
| 3M | -0.8% | -0.3% | -0.4% | -1.0% |
| 6M | +16.5% | -14.3% | +30.8% | +19.1% |
| YTD | -11.1% | -7.9% | -3.3% | -10.6% |
| 1Y | -16.7% | -9.9% | -6.8% | -15.9% |
| 3Y | -52.9% | +6.5% | -59.5% | -54.2% |
| 5Y | -3.0% | +34.0% | -37.0% | -10.0% |
| All | +162.7% | +271.1% | -108.3% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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