+30.7%
IVZ vs NTRS
+43.5%
-12.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.0% | +1.7% |
| 7D | +2.6% | +3.6% | -0.9% | -0.1% |
| 30D | -3.5% | +4.3% | -7.8% | -6.6% |
| 3M | -7.4% | -1.9% | -5.4% | -6.1% |
| 6M | +14.7% | +11.4% | +3.3% | +5.8% |
| YTD | +14.6% | +32.3% | -17.7% | -11.5% |
| 1Y | +30.7% | +42.5% | -11.8% | -7.3% |
| All | +30.7% | +43.5% | -12.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling