+230.4%
IVV vs NVT
+712.1%
-481.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.4% |
| 7D | -0.4% | +7.0% | -7.4% | -2.6% |
| 30D | -1.4% | -2.3% | +1.0% | -1.0% |
| 3M | +3.7% | -3.1% | +6.8% | +3.4% |
| 6M | +13.0% | +47.0% | -34.0% | -3.0% |
| YTD | +12.4% | +56.2% | -43.8% | -6.0% |
| 1Y | +18.6% | +74.5% | -55.9% | -5.4% |
| 3Y | +78.1% | +184.0% | -105.9% | +12.7% |
| 5Y | +82.3% | +410.8% | -328.5% | -10.0% |
| All | +230.4% | +712.1% | -481.7% | +30.6% |
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