+738.6%
IVV vs NEM
+661.4%
+77.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -2.7% | +13.4% | -16.1% | -4.0% |
| 30D | -5.4% | +6.5% | -11.9% | -6.1% |
| 3M | -4.1% | +14.9% | -19.0% | -5.7% |
| 6M | +0.7% | +5.5% | -4.8% | -0.3% |
| YTD | +8.7% | +21.9% | -13.1% | +5.5% |
| 1Y | +11.0% | +47.9% | -36.9% | +5.4% |
| 3Y | +75.4% | +238.2% | -162.8% | +50.6% |
| 5Y | +68.3% | +146.2% | -77.8% | +47.7% |
| 10Y | +315.5% | +309.3% | +6.2% | +240.3% |
| All | +738.6% | +661.4% | +77.2% | +564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling