+770.8%
IVV vs NTRS
+383.3%
+387.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +0.5% | +1.7% | -1.2% | -0.2% |
| 30D | -1.0% | +0.1% | -1.1% | -1.1% |
| 3M | +3.9% | +9.8% | -6.0% | -0.3% |
| 6M | +14.5% | +34.7% | -20.2% | +0.7% |
| YTD | +12.9% | +37.4% | -24.5% | -1.8% |
| 1Y | +19.4% | +48.2% | -28.8% | +0.4% |
| 3Y | +78.8% | +163.5% | -84.7% | +16.0% |
| 5Y | +82.2% | +88.2% | -6.0% | +32.1% |
| 10Y | +313.7% | +246.8% | +66.8% | +119.8% |
| All | +770.8% | +383.3% | +387.4% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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