+776.1%
IVV vs NVO
+4,738.9%
-3,962.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | +0.1% | +2.2% | -2.1% | -0.4% |
| 30D | +0.1% | +6.0% | -5.9% | -1.3% |
| 3M | +2.0% | +7.9% | -5.9% | -0.3% |
| 6M | +13.0% | +27.1% | -14.0% | +6.2% |
| YTD | +13.6% | -3.8% | +17.4% | +12.3% |
| 1Y | +20.1% | -12.8% | +32.9% | +20.8% |
| 3Y | +77.6% | -46.3% | +123.9% | +91.8% |
| 5Y | +82.5% | +3.6% | +78.9% | +62.5% |
| 10Y | +316.5% | +157.0% | +159.5% | +188.0% |
| All | +776.1% | +4,738.9% | -3,962.8% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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