+1,022.8%
NBIS vs IVZ
+88.6%
+934.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.4% |
| 7D | -0.8% | -2.4% | +1.6% | +0.9% |
| 30D | -13.4% | +3.0% | -16.4% | -15.4% |
| 3M | +1.0% | +14.9% | -13.8% | -8.2% |
| 6M | +100.5% | +36.7% | +63.8% | +57.4% |
| YTD | +168.3% | +25.7% | +142.6% | +125.9% |
| 1Y | +151.8% | +47.7% | +104.1% | +86.7% |
| All | +1,022.8% | +88.6% | +934.1% | +541.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling