+70.0%
IYR vs NVT
+731.8%
-661.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.9% | -0.4% |
| 7D | -1.4% | +4.1% | -5.4% | -2.4% |
| 30D | -2.7% | -5.1% | +2.5% | -1.6% |
| 3M | -2.1% | -1.2% | -1.0% | -3.1% |
| 6M | +3.6% | +46.6% | -43.0% | -9.6% |
| YTD | +8.1% | +60.0% | -51.9% | -8.6% |
| 1Y | +4.7% | +70.8% | -66.1% | -14.0% |
| 3Y | +29.1% | +187.5% | -158.4% | -16.2% |
| 5Y | +6.9% | +426.1% | -419.2% | -46.3% |
| All | +70.0% | +731.8% | -661.8% | -33.8% |
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 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