+16.8%
IBM vs NVTS
-57.0%
+73.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +0.8% |
| 7D | +1.6% | +3.9% | -2.4% | +1.8% |
| 30D | +9.2% | -4.3% | +13.5% | +9.2% |
| 3M | +4.9% | -34.5% | +39.4% | +2.4% |
| 6M | +16.8% | -57.7% | +74.5% | +12.5% |
| All | +16.8% | -57.0% | +73.8% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling