+712.5%
NVT vs IBB
+97.1%
+615.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.2% |
| 7D | +2.0% | -5.2% | +7.2% | +5.7% |
| 30D | -7.2% | +1.5% | -8.6% | -8.7% |
| 3M | -0.9% | +22.1% | -23.0% | -14.8% |
| 6M | +42.6% | +17.7% | +24.9% | +25.7% |
| YTD | +52.9% | +20.2% | +32.7% | +32.6% |
| 1Y | +64.5% | +44.4% | +20.0% | +25.3% |
| 3Y | +178.0% | +61.1% | +116.9% | +94.2% |
| 5Y | +402.8% | +18.5% | +384.2% | +330.2% |
| All | +712.5% | +97.1% | +615.4% | +333.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling