+1,031.9%
NBIS vs IVV
+34.8%
+997.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +8.7% |
| 7D | +8.2% | +0.1% | +8.1% | +7.9% |
| 30D | +3.4% | +0.1% | +3.3% | +3.4% |
| 3M | -12.8% | +2.0% | -14.8% | -15.1% |
| 6M | +131.5% | +13.0% | +118.5% | +72.3% |
| YTD | +170.5% | +13.6% | +156.9% | +101.9% |
| 1Y | +248.8% | +20.1% | +228.7% | +128.8% |
| All | +1,031.9% | +34.8% | +997.2% | +647.2% |
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 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