+10.6%
NVTS vs IP
-7.8%
+18.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -4.7% |
| 7D | +21.6% | -0.9% | +22.5% | +21.9% |
| 30D | -8.5% | +6.7% | -15.2% | -9.3% |
| 3M | -31.4% | -16.6% | -14.8% | -30.0% |
| 6M | -50.3% | +6.0% | -56.3% | -51.5% |
| YTD | +33.9% | -10.7% | +44.6% | +35.3% |
| 1Y | +10.6% | -6.7% | +17.3% | +10.3% |
| All | +10.6% | -7.8% | +18.5% | +10.3% |
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