+12.1%
IVV vs NVTS
+3.1%
+9.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | 0.0% |
| 7D | +3.3% | +21.6% | -18.3% | +2.0% |
| 30D | -2.7% | -8.5% | +5.9% | -2.5% |
| 3M | -1.7% | -31.4% | +29.7% | -0.2% |
| 6M | +3.2% | -50.3% | +53.5% | +5.5% |
| YTD | +12.0% | +33.9% | -21.9% | +5.0% |
| 1Y | +12.1% | +10.6% | +1.5% | +6.9% |
| All | +12.1% | +3.1% | +9.0% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling