+144.3%
NBIS vs IVV
+17.3%
+126.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -3.0% |
| 7D | +8.3% | -2.0% | +10.3% | +16.2% |
| 30D | +18.1% | -1.6% | +19.7% | +25.5% |
| 3M | +7.8% | +4.8% | +3.0% | -5.7% |
| 6M | +136.6% | +12.6% | +124.0% | +66.7% |
| YTD | +172.5% | +11.8% | +160.7% | +101.0% |
| 1Y | +144.3% | +17.6% | +126.7% | +68.0% |
| All | +144.3% | +17.3% | +126.9% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling