+20.2%
IVZ vs NTR
+81.1%
-60.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +7.6% | -0.3% | +7.9% | +7.8% |
| 30D | +4.3% | +2.0% | +2.4% | +3.2% |
| 3M | -9.3% | +6.4% | -15.7% | -12.7% |
| 6M | +5.2% | +1.6% | +3.6% | +2.8% |
| YTD | +13.4% | +18.2% | -4.8% | +0.1% |
| 1Y | +25.4% | +23.9% | +1.4% | +7.7% |
| 3Y | +152.5% | +44.7% | +107.8% | +93.7% |
| 5Y | +36.7% | +21.3% | +15.4% | -0.1% |
| All | +20.2% | +81.1% | -60.9% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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