+314.1%
IVV vs NTNX
+152.6%
+161.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -1.4% | +3.8% | -5.2% | -1.9% |
| 3M | +3.7% | +31.9% | -28.2% | -0.4% |
| 6M | +13.0% | +68.5% | -55.4% | +4.3% |
| YTD | +12.4% | +29.5% | -17.1% | +7.3% |
| 1Y | +18.6% | -11.6% | +30.2% | +19.1% |
| 3Y | +78.1% | +85.1% | -7.0% | +57.3% |
| 5Y | +82.3% | +54.8% | +27.5% | +59.3% |
| All | +314.1% | +152.6% | +161.5% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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