+28.0%
NBIS vs IVZ
+30.5%
-2.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.2% | -10.8% | -10.1% |
| 7D | -22.4% | +2.6% | -25.0% | -24.1% |
| 30D | -39.1% | -3.5% | -35.7% | -37.3% |
| 3M | -37.3% | -7.4% | -29.9% | -33.2% |
| 6M | -19.8% | +14.7% | -34.5% | -25.3% |
| YTD | +69.1% | +14.6% | +54.5% | +57.0% |
| 1Y | +28.0% | +30.7% | -2.7% | +11.4% |
| All | +28.0% | +30.5% | -2.5% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling