+43.0%
NVTS vs IAG
+817.0%
-773.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.5% | -3.9% |
| 7D | +3.5% | +1.7% | +1.8% | +2.9% |
| 30D | -11.9% | +11.4% | -23.4% | -14.5% |
| 3M | -49.2% | +33.0% | -82.3% | -52.7% |
| 6M | +38.4% | -6.0% | +44.4% | +37.1% |
| YTD | +62.5% | +24.6% | +37.9% | +52.8% |
| 1Y | +101.4% | +105.0% | -3.6% | +79.3% |
| All | +43.0% | +817.0% | -773.9% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling