+147.9%
IVZ vs NIO
-56.9%
+204.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.4% |
| 7D | +2.2% | +2.8% | -0.7% | +1.8% |
| 30D | -2.2% | -8.4% | +6.2% | -1.0% |
| 3M | -8.4% | -32.0% | +23.5% | -3.9% |
| 6M | +6.2% | -43.9% | +50.1% | +13.9% |
| YTD | +12.4% | -35.7% | +48.1% | +17.5% |
| 1Y | +26.0% | -51.1% | +77.1% | +36.5% |
| 3Y | +147.9% | -54.7% | +202.6% | +160.1% |
| All | +147.9% | -56.9% | +204.8% | +160.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling