+43.4%
NVTS vs IFF
+29.0%
+14.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.4% | -3.2% | +1.7% | -0.4% |
| 30D | -16.5% | -0.3% | -16.2% | -16.5% |
| 3M | -47.6% | +8.4% | -56.1% | -49.7% |
| 6M | +7.3% | +23.0% | -15.7% | -3.8% |
| YTD | +62.9% | +25.5% | +37.4% | +39.6% |
| 1Y | +91.3% | +29.1% | +62.2% | +59.0% |
| 3Y | +43.4% | +31.7% | +11.7% | +3.9% |
| All | +43.4% | +29.0% | +14.4% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling