+344.1%
NEM vs IVZ
+43.7%
+300.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | +0.1% |
| 7D | -6.4% | +7.6% | -14.0% | -7.5% |
| 30D | +1.4% | +4.3% | -2.9% | +0.7% |
| 3M | -0.7% | -9.3% | +8.6% | +0.7% |
| 6M | -4.5% | +5.2% | -9.7% | -5.2% |
| YTD | +14.0% | +13.4% | +0.6% | +11.9% |
| 1Y | +27.3% | +25.4% | +1.9% | +23.3% |
| 3Y | +250.5% | +152.5% | +98.0% | +210.0% |
| 5Y | +121.1% | +36.7% | +84.4% | +102.8% |
| All | +344.1% | +43.7% | +300.5% | +303.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling