+11.7%
IVV vs NEM
+45.8%
-34.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.2% | +1.9% |
| 7D | +0.1% | +14.7% | -14.6% | -1.7% |
| 30D | -3.3% | +6.2% | -9.5% | -4.2% |
| 3M | -2.4% | +11.0% | -13.4% | -4.0% |
| 6M | +2.6% | +7.9% | -5.3% | +0.8% |
| YTD | +11.3% | +26.2% | -14.9% | +5.8% |
| All | +11.7% | +45.8% | -34.1% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling