-9.1%
NVTS vs IEF
-7.3%
-1.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.5% |
| 7D | -1.4% | -1.3% | -0.1% | -0.3% |
| 30D | -16.5% | -1.7% | -14.8% | -15.3% |
| 3M | -47.6% | -2.5% | -45.1% | -46.6% |
| 6M | +7.3% | -3.3% | +10.5% | +10.2% |
| YTD | +62.9% | -2.8% | +65.7% | +66.4% |
| 1Y | +91.3% | -2.7% | +94.0% | +95.1% |
| 3Y | +43.4% | +8.9% | +34.5% | +35.1% |
| All | -9.1% | -7.3% | -1.9% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling