+766.3%
IVV vs NI
+1,852.3%
-1,086.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | -2.3% | +11.2% | -13.6% | -6.7% |
| 3M | -1.2% | +9.2% | -10.3% | -4.9% |
| 6M | +3.3% | -1.8% | +5.2% | +3.6% |
| YTD | +12.3% | +12.0% | +0.3% | +6.2% |
| 1Y | +12.5% | +6.4% | +6.1% | +8.7% |
| 3Y | +79.2% | +99.4% | -20.2% | +30.3% |
| 5Y | +75.6% | +113.1% | -37.5% | +22.3% |
| 10Y | +313.4% | +192.3% | +121.1% | +139.0% |
| All | +766.3% | +1,852.3% | -1,086.0% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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