-15.2%
NVO vs IOT
+54.4%
-69.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -7.4% | -0.8% | -6.6% | -7.3% |
| 30D | -5.5% | -4.7% | -0.8% | -5.2% |
| 3M | +4.1% | +17.8% | -13.7% | +2.1% |
| 6M | +19.3% | +16.8% | +2.5% | +16.6% |
| YTD | -9.2% | +8.4% | -17.6% | -11.1% |
| 1Y | -15.0% | -0.8% | -14.2% | -16.4% |
| 3Y | -50.9% | +25.7% | -76.6% | -53.4% |
| All | -15.2% | +54.4% | -69.6% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling