+78.4%
IVV vs NVTS
-31.5%
+109.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.3% | -8.9% | +1.8% |
| 7D | +0.1% | +20.8% | -20.7% | -0.9% |
| 30D | -3.3% | -11.1% | +7.8% | -3.0% |
| 3M | -2.4% | -31.0% | +28.6% | -1.0% |
| 6M | +2.6% | -47.4% | +50.0% | +4.3% |
| YTD | +11.3% | +34.2% | -22.9% | +6.6% |
| 1Y | +13.4% | +22.2% | -8.8% | +8.9% |
| 3Y | +80.3% | +68.4% | +11.9% | +61.1% |
| 5Y | +72.7% | -39.0% | +111.7% | +54.2% |
| All | +78.4% | -31.5% | +109.9% | +59.2% |
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