+148.3%
IBM vs NVTS
-40.8%
+189.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.4% | -5.8% | +1.4% |
| 7D | -1.7% | +7.9% | -9.7% | -1.9% |
| 30D | +10.1% | +0.8% | +9.3% | +10.0% |
| 3M | +4.8% | -26.0% | +30.8% | +5.2% |
| 6M | +12.6% | -55.5% | +68.1% | +13.6% |
| YTD | -13.9% | +41.0% | -54.9% | -16.2% |
| 1Y | -18.7% | +10.4% | -29.1% | -20.5% |
| 3Y | +81.9% | +60.9% | +21.0% | +72.9% |
| 5Y | +148.3% | -42.8% | +191.1% | +131.0% |
| All | +148.3% | -40.8% | +189.1% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling