+570.0%
NBIS vs IVV
+31.6%
+538.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -4.2% |
| 7D | -11.6% | -0.6% | -11.0% | -9.3% |
| 30D | -39.4% | -3.7% | -35.7% | -30.7% |
| 3M | -27.2% | -2.7% | -24.5% | -18.7% |
| 6M | -24.3% | +2.2% | -26.6% | -24.1% |
| YTD | +60.1% | +10.9% | +49.2% | +31.8% |
| 1Y | +21.9% | +11.3% | +10.6% | +0.2% |
| All | +570.0% | +31.6% | +538.4% | +387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling