-12.9%
NVTS vs IAG
+602.4%
-615.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.4% |
| 7D | +0.5% | -4.1% | +4.5% | +1.4% |
| 30D | -18.0% | +10.6% | -28.6% | -20.1% |
| 3M | -45.6% | +35.4% | -81.0% | -49.2% |
| 6M | +28.5% | -9.5% | +38.0% | +29.4% |
| YTD | +56.2% | +21.8% | +34.3% | +48.1% |
| 1Y | +97.7% | +84.1% | +13.6% | +75.7% |
| 3Y | +35.0% | +817.4% | -782.4% | -14.8% |
| All | -12.9% | +602.4% | -615.3% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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