-36.4%
NVTS vs IP
-16.6%
-19.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -4.0% | -11.8% | -13.7% |
| 7D | -14.6% | -5.0% | -9.6% | -12.7% |
| 30D | -34.3% | +6.5% | -40.9% | -37.0% |
| 3M | -36.4% | -18.0% | -18.3% | -24.4% |
| All | -36.4% | -16.6% | -19.8% | -24.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling