+479.4%
NBIS vs IVV
+32.3%
+447.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.4% | -9.5% | -8.7% |
| 7D | -10.5% | +2.6% | -13.1% | -16.1% |
| 30D | -37.7% | -2.0% | -35.7% | -31.9% |
| 3M | -54.6% | -2.8% | -51.8% | -48.9% |
| 6M | -44.1% | +2.2% | -46.3% | -43.6% |
| YTD | +38.4% | +11.5% | +26.9% | +12.9% |
| 1Y | +30.7% | +13.5% | +17.2% | +2.7% |
| All | +479.4% | +32.3% | +447.1% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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