+428.8%
IBKR vs NVT
+731.8%
-302.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.5% | +0.1% |
| 7D | -1.3% | +4.1% | -5.4% | -3.2% |
| 30D | -0.2% | -5.1% | +4.9% | +1.8% |
| 3M | +3.0% | -1.2% | +4.1% | +2.0% |
| 6M | +33.9% | +46.6% | -12.7% | +9.8% |
| YTD | +42.5% | +60.0% | -17.5% | +12.1% |
| 1Y | +44.9% | +70.8% | -25.9% | +10.3% |
| 3Y | +293.0% | +187.5% | +105.5% | +124.6% |
| 5Y | +497.7% | +426.1% | +71.5% | +155.6% |
| All | +428.8% | +731.8% | -302.9% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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