+99.7%
IVZ vs NIO
-36.7%
+136.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +0.6% | -13.0% | +13.7% | +2.4% |
| 30D | +4.0% | -18.3% | +22.3% | +6.6% |
| 3M | +18.2% | -33.2% | +51.4% | +24.1% |
| 6M | +32.8% | -21.5% | +54.3% | +35.7% |
| YTD | +28.7% | -25.5% | +54.2% | +32.1% |
| 1Y | +55.4% | -38.0% | +93.4% | +62.1% |
| 3Y | +135.2% | -65.5% | +200.7% | +151.4% |
| 5Y | +64.2% | -90.6% | +154.8% | +90.6% |
| All | +99.7% | -36.7% | +136.4% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling