-17.5%
NVO vs IRE
-85.1%
+67.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.2% |
| 7D | -7.6% | -4.5% | -3.1% | -7.5% |
| 30D | -6.0% | -7.8% | +1.9% | -6.1% |
| 3M | -0.8% | -60.0% | +59.2% | +0.9% |
| 6M | +16.5% | -48.3% | +64.7% | +13.6% |
| YTD | -11.1% | -54.5% | +43.3% | -13.3% |
| All | -17.5% | -85.1% | +67.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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