-9.4%
NVTS vs IAG
+618.2%
-627.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.5% | -3.8% |
| 7D | +3.5% | +1.7% | +1.8% | +3.0% |
| 30D | -11.9% | +11.4% | -23.4% | -14.3% |
| 3M | -49.2% | +33.0% | -82.3% | -52.4% |
| 6M | +38.4% | -6.0% | +44.4% | +38.3% |
| YTD | +62.5% | +24.6% | +37.9% | +53.3% |
| 1Y | +101.4% | +105.0% | -3.6% | +75.7% |
| 3Y | +40.4% | +837.9% | -797.5% | -11.9% |
| All | -9.4% | +618.2% | -627.6% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling