+73.1%
IVV vs NEM
+120.8%
-47.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | +2.6% | -6.4% | +9.0% | +3.3% |
| 30D | -2.0% | +1.4% | -3.4% | -2.3% |
| 3M | -2.8% | -0.7% | -2.1% | -2.9% |
| 6M | +2.2% | -4.5% | +6.6% | +2.1% |
| YTD | +11.5% | +14.0% | -2.5% | +8.6% |
| 1Y | +13.5% | +27.3% | -13.8% | +9.0% |
| 3Y | +78.1% | +250.5% | -172.4% | +48.7% |
| All | +73.1% | +120.8% | -47.7% | +53.6% |
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