+27.4%
IVZ vs NWSA
+12.8%
+14.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -2.4% | -9.4% | +6.9% | +3.7% |
| 30D | -11.2% | -7.8% | -3.5% | -6.8% |
| 3M | -14.0% | -10.8% | -3.2% | -8.1% |
| 6M | +0.5% | +1.1% | -0.6% | -2.7% |
| YTD | +5.4% | +1.8% | +3.6% | +0.9% |
| 1Y | +19.5% | +6.0% | +13.4% | +10.6% |
| 3Y | +128.7% | +24.6% | +104.1% | +86.9% |
| All | +27.4% | +12.8% | +14.6% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling