+83.1%
IVV vs NEM
+151.0%
-67.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.1% | +23.1% | -23.0% | -2.4% |
| 3M | +2.0% | +18.5% | -16.5% | -0.3% |
| 6M | +13.0% | +7.8% | +5.3% | +11.3% |
| YTD | +13.6% | +29.1% | -15.5% | +9.3% |
| 1Y | +20.1% | +72.7% | -52.6% | +11.4% |
| 3Y | +77.6% | +248.7% | -171.1% | +49.5% |
| All | +83.1% | +151.0% | -67.9% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling