+0.8%
IP vs NVT
+488.5%
-487.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | -0.3% | +8.0% | -8.3% | -3.2% |
| 30D | +7.9% | -24.8% | +32.7% | +17.8% |
| 3M | -15.3% | -32.4% | +17.1% | -4.5% |
| 6M | +10.5% | -33.5% | +44.0% | +23.4% |
| YTD | -9.4% | +13.2% | -22.6% | -21.2% |
| 1Y | -4.6% | +9.0% | -13.6% | -16.1% |
| 3Y | +21.2% | +129.4% | -108.1% | -31.4% |
| 5Y | -13.3% | +230.1% | -243.4% | -61.2% |
| All | +0.8% | +488.5% | -487.7% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling