+760.2%
IVV vs NVO
+4,222.8%
-3,462.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.9% |
| 7D | +2.6% | +3.3% | -0.7% | +1.8% |
| 30D | -2.0% | +9.2% | -11.2% | -3.9% |
| 3M | -2.8% | -9.8% | +7.0% | -0.8% |
| 6M | +2.2% | -10.4% | +12.6% | +3.8% |
| YTD | +11.5% | -14.1% | +25.6% | +12.8% |
| 1Y | +13.5% | -11.1% | +24.6% | +13.6% |
| 3Y | +78.1% | -54.9% | +133.0% | +100.3% |
| 5Y | +73.1% | -17.4% | +90.6% | +62.6% |
| 10Y | +310.4% | +214.4% | +96.0% | +169.8% |
| All | +760.2% | +4,222.8% | -3,462.6% | +236.3% |
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