-16.7%
IBM vs NVT
+4.7%
-21.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +1.6% | +8.0% | -6.4% | +2.0% |
| 30D | +9.2% | -24.8% | +34.0% | +6.9% |
| 3M | +4.9% | -32.4% | +37.4% | +2.0% |
| 6M | +16.8% | -33.5% | +50.2% | +13.9% |
| YTD | -14.3% | +13.2% | -27.5% | -19.5% |
| 1Y | -16.7% | +9.0% | -25.7% | -21.1% |
| All | -16.7% | +4.7% | -21.4% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling