+37.3%
IVZ vs NTR
+21.9%
+15.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.6% | +6.5% |
| 7D | +4.1% | +3.0% | +1.1% | +3.3% |
| 30D | -2.0% | +7.1% | -9.2% | -3.9% |
| 3M | -7.8% | +13.1% | -20.9% | -11.3% |
| 6M | +6.3% | +7.6% | -1.3% | +3.3% |
| YTD | +12.6% | +20.0% | -7.4% | +3.9% |
| 1Y | +27.6% | +30.2% | -2.5% | +14.5% |
| 3Y | +154.0% | +46.8% | +107.2% | +115.3% |
| 5Y | +37.3% | +22.7% | +14.6% | +9.4% |
| All | +37.3% | +21.9% | +15.4% | +9.4% |
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