+137.4%
IVZ vs NTRS
+161.8%
-24.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +1.2% | +0.9% | +0.3% | +0.5% |
| 30D | +1.8% | -1.2% | +3.0% | +2.7% |
| 3M | +15.7% | +8.8% | +7.0% | +8.4% |
| 6M | +36.3% | +34.7% | +1.6% | +7.0% |
| YTD | +24.9% | +37.2% | -12.3% | -3.5% |
| 1Y | +48.9% | +46.3% | +2.6% | +9.4% |
| All | +137.4% | +161.8% | -24.4% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling