+1,119.4%
NBIS vs IVV
+34.0%
+1,085.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +9.5% |
| 7D | +22.2% | +0.5% | +21.7% | +20.2% |
| 30D | +29.7% | -1.0% | +30.7% | +33.6% |
| 3M | +11.9% | +3.9% | +8.0% | +3.0% |
| 6M | +173.0% | +14.5% | +158.5% | +95.8% |
| YTD | +191.4% | +12.9% | +178.5% | +121.1% |
| 1Y | +280.7% | +19.4% | +261.3% | +153.8% |
| All | +1,119.4% | +34.0% | +1,085.4% | +718.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling