+59.8%
NVT vs IRE
-84.0%
+143.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.8% | +4.3% | -1.7% |
| 7D | +7.0% | +29.0% | -22.0% | +3.9% |
| 30D | -2.3% | +24.2% | -26.6% | -5.7% |
| 3M | -3.1% | -53.2% | +50.1% | -0.7% |
| 6M | +47.0% | -36.0% | +83.1% | +39.1% |
| YTD | +56.2% | -51.0% | +107.2% | +44.3% |
| All | +59.8% | -84.0% | +143.9% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling