-7.8%
NVTS vs IP
-10.3%
+2.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.1% |
| 7D | +2.7% | -5.3% | +8.0% | +5.7% |
| 30D | -4.5% | -10.9% | +6.4% | +1.6% |
| 3M | -61.5% | +11.2% | -72.7% | -64.6% |
| 6M | +28.0% | -10.2% | +38.2% | +31.4% |
| YTD | +65.3% | -2.0% | +67.3% | +57.5% |
| 1Y | +113.0% | -19.1% | +132.1% | +130.4% |
| 3Y | +34.7% | +20.9% | +13.9% | -4.3% |
| All | -7.8% | -10.3% | +2.5% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling