+145.8%
IVZ vs NTR
+38.7%
+107.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +0.6% | +8.1% | -7.5% | -1.3% |
| 30D | +4.0% | +18.8% | -14.8% | -0.5% |
| 3M | +18.2% | +16.2% | +2.0% | +13.3% |
| 6M | +32.8% | +9.8% | +23.1% | +27.8% |
| YTD | +28.7% | +30.9% | -2.1% | +15.5% |
| 1Y | +55.4% | +41.8% | +13.6% | +34.5% |
| All | +145.8% | +38.7% | +107.1% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling