+63.9%
NVT vs IRE
-82.8%
+146.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.2% | -6.0% | +3.0% |
| 7D | +10.4% | +58.9% | -48.5% | +4.6% |
| 30D | -1.3% | +17.2% | -18.5% | -4.2% |
| 3M | -0.6% | -58.6% | +58.0% | +2.8% |
| 6M | +53.8% | -23.5% | +77.2% | +42.8% |
| YTD | +60.2% | -47.4% | +107.6% | +46.8% |
| All | +63.9% | -82.8% | +146.7% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling