-52.9%
NVO vs IYR
+29.0%
-81.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | -7.6% | -1.4% | -6.2% | -6.9% |
| 30D | -6.0% | -2.7% | -3.3% | -4.5% |
| 3M | -0.8% | -2.1% | +1.4% | +0.4% |
| 6M | +16.5% | +3.6% | +12.9% | +14.6% |
| YTD | -11.1% | +8.1% | -19.3% | -14.2% |
| 1Y | -16.7% | +4.7% | -21.4% | -18.5% |
| 3Y | -52.9% | +29.1% | -82.0% | -55.2% |
| All | -52.9% | +29.0% | -81.9% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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