+31.4%
NVTS vs IP
+12.9%
+18.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -4.0% | -11.8% | -14.4% |
| 7D | -14.6% | -5.0% | -9.6% | -13.0% |
| 30D | -34.3% | +6.5% | -40.9% | -35.9% |
| 3M | -36.4% | -18.0% | -18.3% | -31.9% |
| 6M | -55.2% | +10.3% | -65.5% | -57.9% |
| YTD | +10.1% | -9.9% | +20.0% | +10.3% |
| 1Y | -20.3% | -1.1% | -19.2% | -24.3% |
| All | +31.4% | +12.9% | +18.5% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling