-20.2%
NVO vs IRE
-98.1%
+77.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -14.4% | +16.8% | +2.6% |
| 7D | +3.3% | -31.8% | +35.1% | +3.7% |
| 30D | +9.2% | -71.8% | +81.0% | +10.6% |
| 3M | -9.8% | -88.9% | +79.2% | -7.4% |
| 6M | -10.4% | -95.4% | +84.9% | -7.4% |
| YTD | -14.1% | -94.2% | +80.1% | -14.1% |
| 1Y | -11.1% | -97.1% | +86.0% | -10.6% |
| All | -20.2% | -98.1% | +77.9% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling