-21.2%
NVO vs IRE
-97.5%
+76.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.1% | -11.2% | +0.8% |
| 7D | -2.6% | -15.1% | +12.6% | -2.5% |
| 30D | +6.5% | -71.4% | +77.9% | +7.9% |
| 3M | -11.8% | -81.2% | +69.4% | -10.2% |
| 6M | -10.3% | -93.7% | +83.4% | -7.6% |
| YTD | -15.2% | -92.2% | +77.0% | -15.5% |
| 1Y | -12.2% | -97.3% | +85.0% | -11.2% |
| All | -21.2% | -97.5% | +76.2% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling