-7.8%
NVTS vs IBN
+57.8%
-65.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.8% |
| 7D | +2.7% | +1.4% | +1.3% | +1.7% |
| 30D | -4.5% | -0.3% | -4.1% | -4.3% |
| 3M | -61.5% | +17.1% | -78.6% | -65.9% |
| 6M | +28.0% | +3.4% | +24.6% | +24.4% |
| YTD | +65.3% | +2.5% | +62.7% | +62.0% |
| 1Y | +113.0% | -4.2% | +117.2% | +116.3% |
| 3Y | +34.7% | +32.4% | +2.3% | +3.8% |
| All | -7.8% | +57.8% | -65.6% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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