+23.7%
IP vs NVT
+126.9%
-103.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | 0.0% | -13.0% | +13.0% | +2.1% |
| 30D | +9.4% | -32.7% | +42.1% | +16.9% |
| 3M | -14.1% | -30.6% | +16.5% | -9.2% |
| 6M | +9.2% | -33.6% | +42.8% | +15.7% |
| YTD | -7.5% | +11.0% | -18.5% | -14.8% |
| 1Y | -2.8% | +0.8% | -3.6% | -8.3% |
| All | +23.7% | +126.9% | -103.2% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling