+0.2%
IP vs NVT
+404.8%
-404.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.8% | +8.8% | +0.9% |
| 7D | -5.0% | -28.8% | +23.8% | +6.8% |
| 30D | +6.5% | -43.3% | +49.8% | +29.8% |
| 3M | -18.0% | -39.2% | +21.2% | -3.9% |
| 6M | +10.3% | -41.8% | +52.1% | +29.5% |
| YTD | -9.9% | -2.9% | -7.0% | -16.8% |
| 1Y | -1.1% | -12.0% | +10.9% | -5.1% |
| 3Y | +13.0% | +102.8% | -89.8% | -33.2% |
| 5Y | -12.3% | +182.2% | -194.5% | -58.2% |
| All | +0.2% | +404.8% | -404.6% | -67.4% |
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