+43.0%
NVTS vs IT
-52.2%
+95.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -3.0% |
| 7D | +3.5% | -9.1% | +12.6% | +5.0% |
| 30D | -11.9% | -12.2% | +0.2% | -10.3% |
| 3M | -49.2% | +7.8% | -57.0% | -50.8% |
| 6M | +38.4% | +2.0% | +36.4% | +33.9% |
| YTD | +62.5% | -32.7% | +95.2% | +91.5% |
| 1Y | +101.4% | -31.1% | +132.5% | +131.0% |
| All | +43.0% | -52.2% | +95.2% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling