+113.0%
NVTS vs IOT
+14.9%
+98.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.6% | +6.0% |
| 7D | +2.7% | -2.3% | +5.0% | +2.9% |
| 30D | -4.5% | +3.8% | -8.2% | -4.7% |
| 3M | -61.5% | +14.2% | -75.7% | -62.1% |
| 6M | +28.0% | +40.1% | -12.1% | +17.6% |
| YTD | +65.3% | +13.4% | +51.9% | +61.4% |
| 1Y | +113.0% | +12.2% | +100.8% | +119.8% |
| All | +113.0% | +14.9% | +98.1% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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