+229.1%
IVV vs NVT
+492.6%
-263.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +3.3% | +17.4% | -14.1% | -1.8% |
| 30D | -2.7% | -28.4% | +25.7% | +6.5% |
| 3M | -1.7% | -32.4% | +30.7% | +8.8% |
| 6M | +3.2% | -32.2% | +35.3% | +12.8% |
| YTD | +12.0% | +14.0% | -2.0% | +1.4% |
| 1Y | +12.1% | +4.3% | +7.8% | +4.3% |
| 3Y | +78.6% | +131.7% | -53.1% | +17.6% |
| 5Y | +73.8% | +232.4% | -158.6% | -2.8% |
| All | +229.1% | +492.6% | -263.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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