+50.5%
IVZ vs NWSA
+159.6%
-109.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.3% |
| 7D | +4.1% | -10.5% | +14.6% | +11.9% |
| 30D | -2.0% | -8.8% | +6.7% | +3.8% |
| 3M | -7.8% | -6.5% | -1.3% | -4.3% |
| 6M | +6.3% | -1.3% | +7.6% | +5.0% |
| YTD | +12.6% | +2.5% | +10.1% | +7.2% |
| 1Y | +27.6% | +0.2% | +27.4% | +23.6% |
| 3Y | +154.0% | +27.6% | +126.4% | +105.9% |
| 5Y | +37.3% | +17.0% | +20.3% | +15.4% |
| 10Y | +50.5% | +148.3% | -97.8% | -29.3% |
| All | +50.5% | +159.6% | -109.1% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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