+114.2%
IBM vs NVTS
-17.0%
+131.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.7% | +3.4% |
| 7D | +3.6% | +3.5% | +0.1% | +3.5% |
| 30D | +1.5% | -11.9% | +13.5% | +1.7% |
| 3M | -12.9% | -49.2% | +36.3% | -12.0% |
| 6M | -3.9% | +38.4% | -42.3% | -6.0% |
| YTD | -17.3% | +62.5% | -79.8% | -19.7% |
| 1Y | -5.0% | +101.4% | -106.4% | -8.5% |
| 3Y | +78.2% | +40.4% | +37.8% | +71.4% |
| All | +114.2% | -17.0% | +131.2% | +93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling