+751.2%
NVT vs IAG
+271.0%
+480.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.3% |
| 7D | +10.4% | +4.3% | +6.1% | +9.9% |
| 30D | -1.3% | +9.8% | -11.1% | -2.2% |
| 3M | -0.6% | +28.9% | -29.5% | -3.1% |
| 6M | +53.8% | -7.6% | +61.4% | +53.5% |
| YTD | +60.2% | +22.0% | +38.2% | +56.1% |
| 1Y | +76.8% | +99.5% | -22.7% | +66.0% |
| 3Y | +191.2% | +818.3% | -627.0% | +144.7% |
| 5Y | +430.9% | +785.9% | -355.0% | +331.5% |
| All | +751.2% | +271.0% | +480.2% | +593.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling