-9.1%
NVTS vs ITW
+34.2%
-43.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.1% |
| 7D | -1.4% | -0.7% | -0.7% | -0.7% |
| 30D | -16.5% | -8.3% | -8.2% | -8.6% |
| 3M | -47.6% | +6.0% | -53.7% | -52.4% |
| 6M | +7.3% | 0.0% | +7.3% | +4.6% |
| YTD | +62.9% | +10.2% | +52.7% | +40.6% |
| 1Y | +91.3% | +3.2% | +88.1% | +76.0% |
| 3Y | +43.4% | +21.0% | +22.4% | +10.3% |
| All | -9.1% | +34.2% | -43.4% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 5y: compounded portfolio wealth divided by compounded ITW 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…
5y analysis · Full analysis span regression · 6 months rolling