-5.0%
IBM vs NVTS
+103.9%
-108.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.7% | +3.4% |
| 7D | +3.6% | +3.5% | +0.1% | +3.6% |
| 30D | +1.5% | -11.9% | +13.5% | +1.4% |
| 3M | -12.9% | -49.2% | +36.3% | -12.7% |
| 6M | -3.9% | +38.4% | -42.3% | -7.8% |
| YTD | -17.3% | +62.5% | -79.8% | -21.0% |
| 1Y | -5.0% | +101.4% | -106.4% | -2.7% |
| All | -5.0% | +103.9% | -108.9% | -2.7% |
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