+250.5%
NEM vs IVZ
+133.3%
+117.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.5% |
| 7D | +3.1% | +1.2% | +1.9% | +2.7% |
| 30D | +10.0% | +1.8% | +8.2% | +9.3% |
| 3M | +30.9% | +15.7% | +15.1% | +24.9% |
| 6M | +10.5% | +36.3% | -25.8% | +0.8% |
| YTD | +29.7% | +24.9% | +4.8% | +20.6% |
| 1Y | +71.1% | +48.9% | +22.2% | +51.8% |
| All | +250.5% | +133.3% | +117.1% | +146.6% |
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