+37.3%
IVZ vs NIO
-92.2%
+129.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.7% |
| 7D | +4.1% | +6.9% | -2.8% | +2.9% |
| 30D | -2.0% | -4.7% | +2.7% | -1.2% |
| 3M | -7.8% | -28.1% | +20.2% | -2.5% |
| 6M | +6.3% | -41.7% | +48.0% | +16.2% |
| YTD | +12.6% | -33.1% | +45.7% | +18.7% |
| 1Y | +27.6% | -50.3% | +77.9% | +41.8% |
| 3Y | +154.0% | -54.4% | +208.4% | +166.1% |
| 5Y | +37.3% | -91.6% | +128.9% | +82.3% |
| All | +37.3% | -92.2% | +129.5% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling