+79.5%
IVV vs NVTS
-31.6%
+111.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | 0.0% |
| 7D | +3.3% | +21.6% | -18.3% | +2.3% |
| 30D | -2.7% | -8.5% | +5.9% | -2.5% |
| 3M | -1.7% | -31.4% | +29.7% | -0.3% |
| 6M | +3.2% | -50.3% | +53.5% | +5.3% |
| YTD | +12.0% | +33.9% | -21.9% | +7.3% |
| 1Y | +12.1% | +10.6% | +1.5% | +8.3% |
| 3Y | +78.6% | +52.7% | +25.9% | +61.5% |
| 5Y | +73.8% | -48.5% | +122.3% | +55.4% |
| All | +79.5% | -31.6% | +111.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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