+72.9%
IVZ vs NIO
-46.0%
+118.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -2.8% | -1.8% | -0.9% | -2.5% |
| 30D | -2.2% | -6.6% | +4.5% | -1.3% |
| 3M | -8.1% | -29.9% | +21.8% | -4.0% |
| 6M | +3.8% | -46.6% | +50.4% | +11.7% |
| YTD | +11.5% | -36.5% | +47.9% | +16.6% |
| 1Y | +23.7% | -51.1% | +74.8% | +33.5% |
| 3Y | +145.8% | -55.2% | +201.0% | +155.2% |
| 5Y | +36.1% | -92.3% | +128.4% | +62.0% |
| All | +72.9% | -46.0% | +118.9% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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