-55.6%
NVTS vs IAG
+421.7%
-477.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.4% | -6.6% |
| 7D | +3.9% | -7.7% | +11.6% | +6.1% |
| 30D | -4.3% | +1.6% | -5.9% | -4.6% |
| 3M | -34.5% | -2.4% | -32.1% | -33.9% |
| 6M | -57.7% | -7.8% | -49.9% | -56.8% |
| YTD | +25.4% | +5.0% | +20.3% | +23.7% |
| 1Y | +13.1% | +25.7% | -12.5% | +8.0% |
| 3Y | +48.9% | +694.5% | -645.6% | -1.0% |
| All | -55.6% | +421.7% | -477.3% | -68.4% |
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