+67.9%
IVZ vs NWSA
+127.4%
-59.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.3% |
| 7D | +0.6% | -1.9% | +2.5% | +1.9% |
| 30D | +4.0% | +4.6% | -0.6% | +0.8% |
| 3M | +18.2% | +13.2% | +5.0% | +7.7% |
| 6M | +32.8% | +27.0% | +5.8% | +11.5% |
| YTD | +28.7% | +16.8% | +11.9% | +13.7% |
| 1Y | +55.4% | +4.5% | +50.9% | +47.0% |
| 3Y | +135.2% | +46.2% | +89.0% | +77.9% |
| 5Y | +64.2% | +40.9% | +23.3% | +24.5% |
| 10Y | +64.6% | +145.1% | -80.5% | -19.2% |
| All | +67.9% | +127.4% | -59.5% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling