+3.6%
NVT vs IAG
+56.5%
-53.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +10.2% | -22.9% | -14.9% |
| 7D | -19.5% | +1.1% | -20.6% | -19.8% |
| 30D | -32.4% | -5.3% | -27.1% | -31.5% |
| 3M | -30.3% | +18.0% | -48.4% | -33.0% |
| 6M | -30.4% | +7.1% | -37.6% | -32.1% |
| YTD | +11.3% | +5.9% | +5.4% | +6.4% |
| 1Y | +3.6% | +59.4% | -55.8% | -18.4% |
| All | +3.6% | +56.5% | -53.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling