-42.8%
NVTS vs IP
-12.0%
-30.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.8% | +8.7% | +9.1% |
| 7D | +1.5% | -5.1% | +6.6% | +4.5% |
| 30D | -23.8% | +8.5% | -32.3% | -27.3% |
| 3M | -30.6% | -13.8% | -16.7% | -24.9% |
| 6M | -48.4% | +5.7% | -54.1% | -51.7% |
| YTD | +20.6% | -9.1% | +29.7% | +19.2% |
| 1Y | -2.5% | -0.8% | -1.7% | -10.4% |
| 3Y | +44.0% | +14.8% | +29.2% | +2.3% |
| All | -42.8% | -12.0% | -30.8% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling