-9.4%
NVTS vs IFF
-34.7%
+25.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.5% |
| 7D | +3.5% | -3.0% | +6.5% | +5.2% |
| 30D | -11.9% | -0.9% | -11.0% | -11.7% |
| 3M | -49.2% | +11.8% | -61.1% | -53.0% |
| 6M | +38.4% | +16.5% | +21.9% | +21.3% |
| YTD | +62.5% | +26.5% | +36.0% | +32.5% |
| 1Y | +101.4% | +32.7% | +68.7% | +57.5% |
| 3Y | +40.4% | +32.0% | +8.4% | +7.5% |
| All | -9.4% | -34.7% | +25.3% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling