+55.4%
IOT vs NVT
+371.3%
-315.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -2.3% |
| 7D | -4.5% | +4.1% | -8.6% | -6.3% |
| 30D | -2.4% | -5.1% | +2.7% | -0.6% |
| 3M | +19.0% | -1.2% | +20.1% | +15.8% |
| 6M | +19.6% | +46.6% | -26.9% | -9.8% |
| YTD | +8.3% | +60.0% | -51.7% | -24.3% |
| 1Y | -0.8% | +70.8% | -71.6% | -34.2% |
| 3Y | +24.4% | +187.5% | -163.1% | -49.4% |
| All | +55.4% | +371.3% | -315.9% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling