+76.0%
IVZ vs NIO
-51.7%
+127.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +3.0% |
| 7D | +7.6% | -14.5% | +22.1% | +9.7% |
| 30D | +4.3% | -15.0% | +19.3% | +6.5% |
| 3M | -9.3% | -35.6% | +26.2% | -4.3% |
| 6M | +5.2% | -55.7% | +60.9% | +16.0% |
| YTD | +13.4% | -43.1% | +56.6% | +20.3% |
| 1Y | +25.4% | -53.5% | +78.9% | +36.1% |
| 3Y | +152.5% | -59.8% | +212.3% | +165.6% |
| 5Y | +36.7% | -93.2% | +129.9% | +65.0% |
| All | +76.0% | -51.7% | +127.7% | +64.3% |
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