+72.2%
IYR vs NVT
+732.7%
-660.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -1.2% |
| 7D | -0.4% | +10.4% | -10.8% | -3.0% |
| 30D | -2.5% | -1.3% | -1.2% | -2.5% |
| 3M | +1.5% | -0.6% | +2.1% | +0.2% |
| 6M | +3.9% | +53.8% | -49.9% | -10.6% |
| YTD | +9.5% | +60.2% | -50.6% | -7.4% |
| 1Y | +7.5% | +76.8% | -69.3% | -12.7% |
| 3Y | +30.8% | +191.2% | -160.4% | -15.5% |
| 5Y | +4.8% | +430.9% | -426.1% | -47.5% |
| All | +72.2% | +732.7% | -660.6% | -32.9% |
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