+59.7%
IVZ vs NTNX
+54.0%
+5.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -2.4% | -3.1% | +0.8% | -1.7% |
| 30D | +3.0% | +2.0% | +1.1% | +2.5% |
| 3M | +14.9% | +34.0% | -19.1% | +7.4% |
| 6M | +36.7% | +72.4% | -35.6% | +19.6% |
| YTD | +25.7% | +27.5% | -1.9% | +17.3% |
| 1Y | +47.7% | -18.7% | +66.4% | +52.1% |
| 3Y | +138.8% | +80.8% | +58.1% | +97.1% |
| All | +59.7% | +54.0% | +5.7% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling