+12.2%
IOT vs NVT
+73.8%
-61.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.2% | +3.8% |
| 7D | -2.3% | +5.1% | -7.4% | -2.2% |
| 30D | +3.8% | -3.7% | +7.5% | +3.5% |
| 3M | +14.2% | -10.1% | +24.3% | +15.2% |
| 6M | +40.1% | +37.5% | +2.7% | +30.8% |
| YTD | +13.4% | +53.7% | -40.3% | -0.5% |
| 1Y | +12.2% | +70.9% | -58.7% | -12.4% |
| All | +12.2% | +73.8% | -61.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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