+4.0%
IP vs NVT
+487.2%
-483.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.7% | -4.8% | 0.0% |
| 7D | -3.0% | -7.5% | +4.5% | -1.2% |
| 30D | +10.6% | -31.5% | +42.2% | +25.3% |
| 3M | -13.6% | -30.4% | +16.8% | -3.8% |
| 6M | +10.4% | -32.5% | +42.9% | +22.4% |
| YTD | -6.5% | +12.9% | -19.4% | -18.6% |
| 1Y | -2.1% | +3.7% | -5.9% | -12.0% |
| 3Y | +22.0% | +135.8% | -113.8% | -32.0% |
| 5Y | -9.7% | +232.7% | -242.4% | -59.8% |
| All | +4.0% | +487.2% | -483.2% | -68.1% |
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