+72.4%
IBM vs NVTS
+45.8%
+26.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | +0.3% | +9.7% | -9.4% | +0.2% |
| 30D | -1.5% | -13.6% | +12.1% | -1.4% |
| 3M | -16.8% | -51.0% | +34.2% | -16.2% |
| 6M | -9.0% | +46.3% | -55.4% | -10.5% |
| YTD | -20.1% | +68.1% | -88.1% | -21.6% |
| 1Y | -7.0% | +113.9% | -120.9% | -9.3% |
| 3Y | +72.4% | +45.3% | +27.1% | +69.6% |
| All | +72.4% | +45.8% | +26.6% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling