+157.7%
NEM vs IVZ
+61.5%
+96.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.5% |
| 7D | +3.1% | +1.2% | +1.9% | +2.8% |
| 30D | +10.0% | +1.8% | +8.2% | +9.5% |
| 3M | +30.9% | +15.7% | +15.1% | +26.2% |
| 6M | +10.5% | +36.3% | -25.8% | +2.8% |
| YTD | +29.7% | +24.9% | +4.8% | +22.6% |
| 1Y | +71.1% | +48.9% | +22.2% | +55.7% |
| 3Y | +252.1% | +136.8% | +115.3% | +184.4% |
| 5Y | +157.7% | +60.0% | +97.8% | +104.9% |
| All | +157.7% | +61.5% | +96.3% | +104.9% |
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