+98.7%
IVV vs NVDL
+2,480.8%
-2,382.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.1% |
| 7D | -2.0% | -8.7% | +6.7% | -1.1% |
| 30D | -1.6% | -1.3% | -0.3% | -1.8% |
| 3M | +4.8% | +11.4% | -6.6% | +2.8% |
| 6M | +12.6% | +22.9% | -10.3% | +8.5% |
| YTD | +11.8% | +15.4% | -3.6% | +7.9% |
| 1Y | +17.6% | +18.8% | -1.2% | +12.4% |
| 3Y | +77.0% | +641.4% | -564.4% | +28.9% |
| All | +98.7% | +2,480.8% | -2,382.1% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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