+1,040.6%
NBIS vs IVZ
+86.6%
+954.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.7% |
| 7D | +8.3% | -2.4% | +10.7% | +10.2% |
| 30D | +18.1% | +2.5% | +15.6% | +15.9% |
| 3M | +7.8% | +17.1% | -9.3% | -3.3% |
| 6M | +136.6% | +35.1% | +101.4% | +87.4% |
| YTD | +172.5% | +24.3% | +148.2% | +131.4% |
| 1Y | +144.3% | +48.7% | +95.6% | +80.1% |
| All | +1,040.6% | +86.6% | +954.0% | +557.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling