+3.6%
NVT vs IRE
-97.6%
+101.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -23.2% | +10.5% | -9.6% |
| 7D | -19.5% | -46.8% | +27.3% | -13.3% |
| 30D | -32.4% | -75.5% | +43.1% | -21.0% |
| 3M | -30.3% | -79.4% | +49.1% | -18.4% |
| 6M | -30.4% | -91.3% | +60.8% | -16.7% |
| YTD | +11.3% | -90.8% | +102.2% | +23.5% |
| 1Y | +3.6% | -97.7% | +101.3% | +24.6% |
| All | +3.6% | -97.6% | +101.1% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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