+56.4%
NVT vs IRE
-85.3%
+141.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.8% | +5.7% | -1.2% |
| 7D | +2.0% | +7.9% | -5.9% | +1.1% |
| 30D | -7.2% | +9.3% | -16.4% | -9.1% |
| 3M | -0.9% | -52.3% | +51.4% | +1.4% |
| 6M | +42.6% | -38.5% | +81.1% | +35.6% |
| YTD | +52.9% | -54.8% | +107.7% | +42.5% |
| All | +56.4% | -85.3% | +141.7% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling