+140.9%
IBM vs NVT
+694.8%
-553.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.3% | -1.9% |
| 7D | -0.3% | +2.0% | -2.3% | -0.9% |
| 30D | -1.8% | -7.2% | +5.3% | -0.4% |
| 3M | -13.5% | -0.9% | -12.6% | -15.0% |
| 6M | -5.1% | +42.6% | -47.7% | -16.9% |
| YTD | -19.4% | +52.9% | -72.3% | -31.2% |
| 1Y | -6.5% | +64.5% | -71.0% | -22.5% |
| 3Y | +73.8% | +178.0% | -104.2% | +15.0% |
| 5Y | +116.3% | +402.8% | -286.5% | +11.9% |
| All | +140.9% | +694.8% | -553.9% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling