-12.9%
NVTS vs IEF
-7.1%
-5.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.3% |
| 7D | +0.5% | -1.2% | +1.6% | +1.4% |
| 30D | -18.0% | -1.5% | -16.5% | -17.0% |
| 3M | -45.6% | -1.7% | -43.9% | -44.8% |
| 6M | +28.5% | -3.5% | +32.0% | +32.1% |
| YTD | +56.2% | -2.6% | +58.8% | +59.3% |
| 1Y | +97.7% | -2.4% | +100.1% | +101.1% |
| 3Y | +35.0% | +8.9% | +26.1% | +27.0% |
| All | -12.9% | -7.1% | -5.8% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling