+60.0%
IVZ vs NTRS
+259.9%
-199.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.2% |
| 7D | -2.4% | +1.4% | -3.8% | -3.6% |
| 30D | +3.0% | -0.7% | +3.7% | +3.6% |
| 3M | +14.9% | +11.3% | +3.5% | +4.6% |
| 6M | +36.7% | +35.5% | +1.2% | +4.0% |
| YTD | +25.7% | +40.6% | -14.9% | -7.6% |
| 1Y | +47.7% | +49.2% | -1.5% | +3.0% |
| 3Y | +138.8% | +167.2% | -28.4% | -2.7% |
| 5Y | +62.1% | +94.9% | -32.8% | -14.7% |
| All | +60.0% | +259.9% | -199.9% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling