-16.9%
NBIS vs IVV
+3.7%
-20.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +1.3% | +14.2% | +9.9% |
| 7D | +9.3% | -0.9% | +10.2% | +15.5% |
| 30D | -26.4% | -2.3% | -24.0% | -15.6% |
| 3M | -19.9% | -1.2% | -18.8% | -12.5% |
| 6M | -16.9% | +3.3% | -20.2% | -24.0% |
| All | -16.9% | +3.7% | -20.6% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling