-21.5%
NVTS vs IRE
-84.4%
+62.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +14.0% | -7.7% | +3.0% |
| 7D | +2.7% | +54.8% | -52.1% | -7.8% |
| 30D | -4.5% | +18.4% | -22.8% | -10.2% |
| 3M | -61.5% | -66.7% | +5.2% | -54.8% |
| 6M | +28.0% | -52.3% | +80.3% | +24.0% |
| YTD | +65.3% | -52.3% | +117.6% | +50.8% |
| All | -21.5% | -84.4% | +62.9% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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