+1,381.0%
NET vs IVZ
+128.7%
+1,252.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.7% | -4.3% |
| 7D | -16.4% | +2.6% | -19.0% | -17.2% |
| 30D | -25.8% | -3.5% | -22.4% | -24.8% |
| 3M | -11.5% | -7.4% | -4.1% | -8.7% |
| 6M | +18.9% | +14.7% | +4.2% | +10.9% |
| YTD | +35.2% | +14.6% | +20.6% | +24.7% |
| 1Y | +14.5% | +30.7% | -16.2% | -0.5% |
| 3Y | +313.8% | +141.8% | +172.0% | +172.0% |
| 5Y | +32.6% | +40.2% | -7.7% | +2.6% |
| All | +1,381.0% | +128.7% | +1,252.3% | +1,027.7% |
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