+348.9%
NEM vs IVZ
+1,117.8%
-768.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +23.1% | +4.0% | +19.1% | +22.5% |
| 3M | +18.5% | +18.2% | +0.3% | +16.3% |
| 6M | +7.8% | +32.8% | -25.0% | +4.5% |
| YTD | +29.1% | +28.7% | +0.4% | +25.5% |
| 1Y | +72.7% | +55.4% | +17.3% | +64.4% |
| 3Y | +248.7% | +135.2% | +113.5% | +215.4% |
| 5Y | +148.7% | +64.2% | +84.5% | +130.0% |
| 10Y | +304.8% | +64.6% | +240.2% | +260.7% |
| All | +348.9% | +1,117.8% | -768.9% | +260.1% |
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