+28.1%
IYR vs NVT
+178.0%
-149.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -2.8% | +2.0% | -4.9% | -3.0% |
| 30D | -2.5% | -7.2% | +4.6% | -2.0% |
| 3M | -3.0% | -0.9% | -2.1% | -3.4% |
| 6M | +1.6% | +42.6% | -40.9% | -3.7% |
| YTD | +7.3% | +52.9% | -45.6% | +0.5% |
| 1Y | +5.6% | +64.5% | -58.9% | -2.4% |
| All | +28.1% | +178.0% | -149.9% | -2.7% |
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