-13.3%
IBM vs NVTS
-9.1%
-4.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.0% | -7.3% | +1.7% |
| 7D | +0.4% | -0.3% | +0.8% | +0.4% |
| 30D | +14.8% | -24.4% | +39.2% | +14.6% |
| 3M | +8.9% | -26.5% | +35.4% | +8.7% |
| 6M | +12.4% | -41.4% | +53.8% | +10.4% |
| YTD | -12.4% | +30.7% | -43.1% | -19.3% |
| 1Y | -13.3% | -10.8% | -2.5% | -18.0% |
| All | -13.3% | -9.1% | -4.2% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling