+68.2%
IVV vs NEM
+144.1%
-76.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -2.7% | +13.4% | -16.1% | -4.2% |
| 30D | -5.4% | +6.5% | -11.9% | -6.2% |
| 3M | -4.1% | +14.9% | -19.0% | -5.9% |
| 6M | +0.7% | +5.5% | -4.8% | -0.5% |
| YTD | +8.7% | +21.9% | -13.1% | +5.1% |
| 1Y | +11.0% | +47.9% | -36.9% | +4.8% |
| 3Y | +75.4% | +238.2% | -162.8% | +47.4% |
| All | +68.2% | +144.1% | -76.0% | +48.4% |
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