+60.9%
IVZ vs NWSA
+143.8%
-82.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -0.9% |
| 7D | +1.1% | -2.6% | +3.7% | +2.9% |
| 30D | +3.1% | +4.6% | -1.5% | -0.1% |
| 3M | +18.2% | +10.2% | +8.0% | +9.4% |
| 6M | +38.6% | +21.6% | +17.0% | +19.2% |
| YTD | +25.9% | +14.6% | +11.3% | +12.1% |
| 1Y | +51.7% | +0.4% | +51.3% | +47.4% |
| 3Y | +138.7% | +45.0% | +93.7% | +78.9% |
| 5Y | +62.8% | +41.3% | +21.5% | +21.2% |
| 10Y | +60.9% | +142.8% | -81.9% | -25.5% |
| All | +60.9% | +143.8% | -82.9% | -25.5% |
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