+313.7%
IVV vs NEM
+287.7%
+25.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +0.5% | +3.9% | -3.3% | 0.0% |
| 30D | -1.0% | +12.7% | -13.7% | -2.5% |
| 3M | +3.9% | +28.7% | -24.8% | +0.5% |
| 6M | +14.5% | +9.8% | +4.7% | +12.5% |
| YTD | +12.9% | +28.1% | -15.2% | +8.6% |
| 1Y | +19.4% | +69.3% | -50.0% | +10.5% |
| 3Y | +78.8% | +247.7% | -168.9% | +49.2% |
| 5Y | +82.2% | +153.4% | -71.2% | +55.6% |
| 10Y | +313.7% | +291.3% | +22.4% | +244.5% |
| All | +313.7% | +287.7% | +25.9% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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