+16.8%
IOT vs NVT
+43.3%
-26.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.9% |
| 7D | -0.8% | +2.0% | -2.8% | -0.4% |
| 30D | -4.7% | -7.2% | +2.5% | -6.1% |
| 3M | +17.8% | -0.9% | +18.7% | +18.0% |
| 6M | +16.8% | +42.6% | -25.7% | +17.4% |
| All | +16.8% | +43.3% | -26.5% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling