+30.7%
IEMG vs NVTS
+105.1%
-74.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.8% |
| 7D | -1.3% | -1.4% | +0.1% | -1.2% |
| 30D | +1.9% | -16.5% | +18.4% | +3.5% |
| 3M | +1.4% | -47.6% | +49.1% | +6.3% |
| 6M | +15.2% | +7.3% | +7.9% | +12.3% |
| YTD | +23.8% | +62.9% | -39.1% | +16.7% |
| 1Y | +30.7% | +91.3% | -60.6% | +21.8% |
| All | +30.7% | +105.1% | -74.5% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling