+62.8%
IVZ vs NTR
+51.1%
+11.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.6% |
| 7D | +1.1% | +3.8% | -2.8% | 0.0% |
| 30D | +3.1% | +25.2% | -22.1% | -3.4% |
| 3M | +18.2% | +21.0% | -2.8% | +11.3% |
| 6M | +38.6% | +7.6% | +31.0% | +34.0% |
| YTD | +25.9% | +32.9% | -7.0% | +13.0% |
| 1Y | +51.7% | +43.1% | +8.6% | +32.2% |
| 3Y | +138.7% | +41.6% | +97.1% | +104.9% |
| 5Y | +62.8% | +54.8% | +8.0% | +9.6% |
| All | +62.8% | +51.1% | +11.7% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling