+61.8%
IVZ vs NTNX
+148.8%
-87.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -2.4% | -3.1% | +0.8% | -1.8% |
| 30D | +3.0% | +2.0% | +1.1% | +2.6% |
| 3M | +14.9% | +34.0% | -19.1% | +8.2% |
| 6M | +36.7% | +72.4% | -35.6% | +21.5% |
| YTD | +25.7% | +27.5% | -1.9% | +18.2% |
| 1Y | +47.7% | -18.7% | +66.4% | +51.0% |
| 3Y | +138.8% | +80.8% | +58.1% | +103.3% |
| 5Y | +62.1% | +54.5% | +7.6% | +36.2% |
| All | +61.8% | +148.8% | -87.0% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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