-28.0%
NVTS vs IOT
+55.2%
-83.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -1.7% |
| 7D | +3.5% | +5.1% | -1.6% | +1.2% |
| 30D | -11.9% | -3.0% | -8.9% | -11.3% |
| 3M | -49.2% | +15.0% | -64.2% | -53.9% |
| 6M | +38.4% | +13.1% | +25.3% | +22.5% |
| YTD | +62.5% | +9.0% | +53.4% | +42.0% |
| 1Y | +101.4% | +0.1% | +101.3% | +82.6% |
| 3Y | +40.4% | +26.4% | +14.0% | +0.5% |
| All | -28.0% | +55.2% | -83.3% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling