+607.2%
NBIS vs IVV
+32.1%
+575.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.9% | +2.2% |
| 7D | 0.0% | +0.1% | 0.0% | +0.6% |
| 30D | -36.0% | -3.3% | -32.7% | -27.6% |
| 3M | -24.7% | -2.4% | -22.4% | -16.9% |
| 6M | -20.1% | +2.6% | -22.7% | -20.7% |
| YTD | +69.0% | +11.3% | +57.7% | +37.6% |
| 1Y | +27.1% | +13.4% | +13.7% | -0.8% |
| All | +607.2% | +32.1% | +575.2% | +409.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling