+1,101.8%
NBIS vs IVV
+33.4%
+1,068.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.3% |
| 7D | +17.8% | -0.4% | +18.1% | +18.7% |
| 30D | +30.5% | -1.4% | +31.9% | +36.0% |
| 3M | +9.2% | +3.7% | +5.5% | +1.0% |
| 6M | +153.2% | +13.0% | +140.1% | +88.0% |
| YTD | +187.1% | +12.4% | +174.7% | +120.5% |
| 1Y | +151.1% | +18.6% | +132.5% | +70.0% |
| All | +1,101.8% | +33.4% | +1,068.3% | +715.9% |
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