-12.4%
IP vs NVT
+201.4%
-213.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.1% | -1.1% |
| 7D | -5.1% | -15.7% | +10.6% | -1.6% |
| 30D | +8.5% | -36.6% | +45.1% | +20.3% |
| 3M | -13.8% | -34.8% | +21.0% | -5.8% |
| 6M | +5.7% | -38.2% | +44.0% | +16.3% |
| YTD | -9.1% | +4.8% | -13.9% | -16.5% |
| 1Y | -0.8% | -2.8% | +2.0% | -6.9% |
| 3Y | +14.8% | +119.5% | -104.7% | -26.7% |
| All | -12.4% | +201.4% | -213.7% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling