-14.6%
NVO vs IRE
-84.0%
+69.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.8% | +5.5% | -1.2% |
| 7D | -4.7% | +29.0% | -33.8% | -5.2% |
| 30D | -5.4% | +24.2% | -29.7% | -6.1% |
| 3M | +7.0% | -53.2% | +60.1% | +8.1% |
| 6M | +17.6% | -36.0% | +53.7% | +13.7% |
| YTD | -8.0% | -51.0% | +43.0% | -10.4% |
| All | -14.6% | -84.0% | +69.4% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling