-10.8%
NVTS vs IFF
+44.8%
-55.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.9% | +13.9% | +7.8% |
| 7D | -0.3% | -3.3% | +3.0% | -1.0% |
| 30D | -24.4% | +5.3% | -29.7% | -23.9% |
| 3M | -26.5% | +8.9% | -35.4% | -25.4% |
| 6M | -41.4% | +26.3% | -67.7% | -38.0% |
| YTD | +30.7% | +32.2% | -1.5% | +32.5% |
| 1Y | -10.8% | +45.8% | -56.6% | -7.7% |
| All | -10.8% | +44.8% | -55.6% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling