+83.1%
IVV vs NIO
-90.7%
+173.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.3% |
| 7D | +0.1% | -13.0% | +13.2% | +1.4% |
| 30D | +0.1% | -18.3% | +18.4% | +1.9% |
| 3M | +2.0% | -33.2% | +35.2% | +5.8% |
| 6M | +13.0% | -21.5% | +34.5% | +14.8% |
| YTD | +13.6% | -25.5% | +39.1% | +15.8% |
| 1Y | +20.1% | -38.0% | +58.1% | +23.9% |
| 3Y | +77.6% | -65.5% | +143.1% | +87.6% |
| All | +83.1% | -90.7% | +173.8% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling