-17.1%
NVO vs IOT
+54.1%
-71.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | -7.6% | -4.5% | -3.0% | -7.2% |
| 30D | -6.0% | -2.4% | -3.5% | -5.9% |
| 3M | -0.8% | +19.0% | -19.7% | -2.8% |
| 6M | +16.5% | +19.6% | -3.2% | +13.6% |
| YTD | -11.1% | +8.3% | -19.4% | -13.0% |
| 1Y | -16.7% | -0.8% | -15.9% | -18.1% |
| 3Y | -52.9% | +24.4% | -77.3% | -55.3% |
| All | -17.1% | +54.1% | -71.2% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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