-30.8%
NVTS vs IOT
+54.4%
-85.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.3% | -3.6% |
| 7D | +0.5% | -0.8% | +1.3% | +0.9% |
| 30D | -18.0% | -4.7% | -13.4% | -16.8% |
| 3M | -45.6% | +17.8% | -63.4% | -51.3% |
| 6M | +28.5% | +16.8% | +11.6% | +12.0% |
| YTD | +56.2% | +8.4% | +47.7% | +36.9% |
| 1Y | +97.7% | -0.8% | +98.5% | +80.0% |
| 3Y | +35.0% | +25.7% | +9.2% | -3.2% |
| All | -30.8% | +54.4% | -85.2% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling