+1,104.4%
IVZ vs NTRS
+3,253.8%
-2,149.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +0.4% | +0.3% | +0.4% |
| 30D | +4.0% | +1.7% | +2.3% | +2.7% |
| 3M | +18.2% | +8.9% | +9.3% | +11.0% |
| 6M | +32.8% | +30.6% | +2.2% | +8.4% |
| YTD | +28.7% | +38.7% | -9.9% | +0.4% |
| 1Y | +55.4% | +48.1% | +7.3% | +15.4% |
| 3Y | +135.2% | +165.5% | -30.3% | +12.0% |
| 5Y | +64.2% | +85.6% | -21.4% | +0.4% |
| 10Y | +64.6% | +246.1% | -181.5% | -33.7% |
| All | +1,104.4% | +3,253.8% | -2,149.4% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling