-27.9%
NVTS vs IOT
+54.1%
-82.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.4% | -4.5% | +3.1% | +0.6% |
| 30D | -16.5% | -2.4% | -14.1% | -16.1% |
| 3M | -47.6% | +19.0% | -66.6% | -53.3% |
| 6M | +7.3% | +19.6% | -12.4% | -7.3% |
| YTD | +62.9% | +8.3% | +54.6% | +42.8% |
| 1Y | +91.3% | -0.8% | +92.1% | +74.2% |
| 3Y | +43.4% | +24.4% | +19.0% | +3.5% |
| All | -27.9% | +54.1% | -82.0% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling