+32.4%
IVZ vs NTR
+103.7%
-71.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.2% | +0.5% | +0.6% | +0.9% |
| 30D | +1.8% | +21.7% | -20.0% | -7.5% |
| 3M | +15.7% | +22.8% | -7.0% | +4.1% |
| 6M | +36.3% | +8.2% | +28.1% | +28.2% |
| YTD | +24.9% | +32.9% | -8.0% | +4.9% |
| 1Y | +48.9% | +45.3% | +3.6% | +18.6% |
| 3Y | +136.8% | +41.7% | +95.1% | +86.1% |
| 5Y | +60.0% | +49.8% | +10.1% | +3.8% |
| All | +32.4% | +103.7% | -71.3% | -37.3% |
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