+107.2%
IBM vs NVTS
-14.2%
+121.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | +0.3% | +9.7% | -9.4% | +0.1% |
| 30D | -1.5% | -13.6% | +12.1% | -1.3% |
| 3M | -16.8% | -51.0% | +34.2% | -15.8% |
| 6M | -9.0% | +46.3% | -55.4% | -11.1% |
| YTD | -20.1% | +68.1% | -88.1% | -22.3% |
| 1Y | -7.0% | +113.9% | -120.9% | -10.6% |
| 3Y | +72.4% | +45.3% | +27.1% | +65.7% |
| All | +107.2% | -14.2% | +121.3% | +86.6% |
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 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