-9.1%
NVTS vs IT
-43.9%
+34.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.3% | -1.0% | +2.1% |
| 7D | -1.4% | -3.7% | +2.2% | -0.1% |
| 30D | -16.5% | +0.1% | -16.6% | -17.5% |
| 3M | -47.6% | +20.7% | -68.3% | -54.9% |
| 6M | +7.3% | +12.0% | -4.7% | -7.9% |
| YTD | +62.9% | -28.8% | +91.7% | +88.6% |
| 1Y | +91.3% | -25.5% | +116.8% | +108.2% |
| 3Y | +43.4% | -48.8% | +92.2% | +103.6% |
| All | -9.1% | -43.9% | +34.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling