+1,101.8%
NBIS vs IVZ
+87.5%
+1,014.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -0.9% |
| 7D | +17.8% | +1.2% | +16.6% | +16.6% |
| 30D | +30.5% | +1.8% | +28.8% | +28.8% |
| 3M | +9.2% | +15.7% | -6.6% | -1.3% |
| 6M | +153.2% | +36.3% | +116.8% | +99.1% |
| YTD | +187.1% | +24.9% | +162.2% | +142.9% |
| 1Y | +151.1% | +48.9% | +102.2% | +84.9% |
| All | +1,101.8% | +87.5% | +1,014.2% | +589.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling