+141.8%
IBM vs NVT
+699.2%
-557.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.6% |
| 7D | -0.3% | +5.1% | -5.4% | -1.5% |
| 30D | +0.3% | -3.7% | +4.0% | +0.9% |
| 3M | -21.6% | -10.1% | -11.5% | -20.8% |
| 6M | -4.7% | +37.5% | -42.2% | -15.6% |
| YTD | -19.1% | +53.7% | -72.8% | -31.0% |
| 1Y | -2.5% | +70.9% | -73.4% | -20.1% |
| 3Y | +74.2% | +180.4% | -106.2% | +15.0% |
| 5Y | +113.1% | +393.5% | -280.3% | +11.1% |
| All | +141.8% | +699.2% | -557.4% | +1.3% |
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