+198.8%
IVV vs NIO
-46.0%
+244.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -0.9% | -1.8% | +0.9% | -0.8% |
| 30D | -2.3% | -6.6% | +4.3% | -1.9% |
| 3M | -1.2% | -29.9% | +28.7% | +1.2% |
| 6M | +3.3% | -46.6% | +49.9% | +7.6% |
| YTD | +12.3% | -36.5% | +48.8% | +15.1% |
| 1Y | +12.5% | -51.1% | +63.7% | +17.3% |
| 3Y | +79.2% | -55.2% | +134.4% | +82.3% |
| 5Y | +75.6% | -92.3% | +168.0% | +92.3% |
| All | +198.8% | -46.0% | +244.8% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling