+74.3%
IVV vs NVTS
-38.4%
+112.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.5% | -9.2% | -0.1% |
| 7D | -2.7% | +1.5% | -4.2% | -2.9% |
| 30D | -5.4% | -23.8% | +18.4% | -4.3% |
| 3M | -4.1% | -30.6% | +26.5% | -2.7% |
| 6M | +0.7% | -48.4% | +49.1% | +2.5% |
| YTD | +8.7% | +20.6% | -11.9% | +4.8% |
| 1Y | +11.0% | -2.5% | +13.5% | +7.7% |
| 3Y | +75.4% | +44.0% | +31.4% | +58.6% |
| 5Y | +68.3% | -42.6% | +111.0% | +51.1% |
| All | +74.3% | -38.4% | +112.7% | +56.4% |
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