+400.4%
IBKR vs NVTS
-16.8%
+417.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +1.9% |
| 7D | -1.3% | -1.4% | +0.1% | -1.3% |
| 30D | -0.2% | -16.5% | +16.3% | +0.9% |
| 3M | +3.0% | -47.6% | +50.6% | +6.7% |
| 6M | +33.9% | +7.3% | +26.6% | +30.1% |
| YTD | +42.5% | +62.9% | -20.4% | +34.0% |
| 1Y | +44.9% | +91.3% | -46.4% | +33.7% |
| 3Y | +293.0% | +43.4% | +249.6% | +252.0% |
| All | +400.4% | -16.8% | +417.2% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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