-7.8%
NVTS vs IT
-41.8%
+34.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.6% | +10.9% | +8.3% |
| 7D | +2.7% | -6.0% | +8.7% | +5.2% |
| 30D | -4.5% | 0.0% | -4.5% | -5.6% |
| 3M | -61.5% | +13.1% | -74.6% | -65.2% |
| 6M | +28.0% | +11.7% | +16.3% | +11.4% |
| YTD | +65.3% | -26.1% | +91.4% | +88.8% |
| 1Y | +113.0% | -21.3% | +134.2% | +124.7% |
| 3Y | +34.7% | -46.7% | +81.4% | +88.3% |
| All | -7.8% | -41.8% | +34.0% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling