+1,077.8%
IVZ vs NTRS
+3,222.3%
-2,144.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.5% |
| 7D | +1.1% | +1.7% | -0.6% | -0.1% |
| 30D | +3.1% | +0.1% | +3.0% | +3.0% |
| 3M | +18.2% | +9.8% | +8.3% | +10.2% |
| 6M | +38.6% | +34.7% | +4.0% | +10.5% |
| YTD | +25.9% | +37.4% | -11.5% | -1.1% |
| 1Y | +51.7% | +48.2% | +3.5% | +12.6% |
| 3Y | +138.7% | +163.5% | -24.8% | +14.3% |
| 5Y | +62.8% | +88.2% | -25.4% | -1.5% |
| 10Y | +60.9% | +246.8% | -185.9% | -35.3% |
| All | +1,077.8% | +3,222.3% | -2,144.5% | +156.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling