+717.0%
NVT vs IBB
+106.2%
+610.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.2% |
| 7D | +5.1% | +1.4% | +3.7% | +4.0% |
| 30D | -3.7% | +10.5% | -14.2% | -10.6% |
| 3M | -10.1% | +23.6% | -33.8% | -23.2% |
| 6M | +37.5% | +22.6% | +14.8% | +18.0% |
| YTD | +53.7% | +25.7% | +28.1% | +29.5% |
| 1Y | +70.9% | +51.4% | +19.5% | +26.2% |
| 3Y | +180.4% | +64.4% | +116.0% | +93.5% |
| 5Y | +393.5% | +22.1% | +371.3% | +314.6% |
| All | +717.0% | +106.2% | +610.8% | +323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling