+309.6%
IVV vs NEM
+318.7%
-9.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.2% | +1.9% |
| 7D | +0.1% | +14.7% | -14.6% | -1.6% |
| 30D | -3.3% | +6.2% | -9.5% | -4.1% |
| 3M | -2.4% | +11.0% | -13.4% | -3.8% |
| 6M | +2.6% | +7.9% | -5.3% | +1.1% |
| YTD | +11.3% | +26.2% | -14.9% | +7.0% |
| 1Y | +13.4% | +51.5% | -38.1% | +6.6% |
| 3Y | +80.3% | +290.6% | -210.3% | +48.1% |
| 5Y | +72.7% | +153.1% | -80.4% | +47.2% |
| 10Y | +309.6% | +332.4% | -22.8% | +235.9% |
| All | +309.6% | +318.7% | -9.1% | +235.9% |
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