+119.9%
IBM vs NVTS
-31.6%
+151.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.6% | -1.3% |
| 7D | -0.3% | +21.6% | -21.9% | -0.7% |
| 30D | +6.8% | -8.5% | +15.3% | +6.8% |
| 3M | +4.4% | -31.4% | +35.8% | +4.9% |
| 6M | +13.2% | -50.3% | +63.5% | +13.8% |
| YTD | -15.1% | +33.9% | -49.0% | -17.3% |
| 1Y | -20.2% | +10.6% | -30.8% | -21.9% |
| 3Y | +79.3% | +52.7% | +26.6% | +70.5% |
| 5Y | +147.5% | -48.5% | +196.0% | +129.3% |
| All | +119.9% | -31.6% | +151.5% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling