-10.8%
NVTS vs IP
+2.3%
-13.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.5% | +8.9% |
| 7D | -0.3% | +3.4% | -3.7% | -0.7% |
| 30D | -24.4% | +11.2% | -35.6% | -25.2% |
| 3M | -26.5% | -14.8% | -11.7% | -26.1% |
| 6M | -41.4% | +17.3% | -58.7% | -42.8% |
| YTD | +30.7% | -6.2% | +36.8% | +32.1% |
| 1Y | -10.8% | +2.3% | -13.1% | -7.7% |
| All | -10.8% | +2.3% | -13.1% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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