-7.8%
NVTS vs IAG
+616.1%
-623.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +6.8% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | -4.5% | +28.9% | -33.3% | -10.0% |
| 3M | -61.5% | +19.1% | -80.7% | -63.0% |
| 6M | +28.0% | -10.3% | +38.2% | +29.1% |
| YTD | +65.3% | +24.2% | +41.1% | +56.1% |
| 1Y | +113.0% | +116.5% | -3.5% | +84.4% |
| 3Y | +34.7% | +742.8% | -708.1% | -13.6% |
| All | -7.8% | +616.1% | -623.9% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling