+112.5%
NET vs IVZ
+64.2%
+48.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.7% |
| 7D | -7.0% | +0.6% | -7.6% | -7.3% |
| 30D | -4.8% | +4.0% | -8.8% | -7.1% |
| 3M | +3.8% | +18.2% | -14.4% | -8.6% |
| 6M | +50.0% | +32.8% | +17.2% | +18.6% |
| YTD | +41.5% | +28.7% | +12.7% | +12.5% |
| 1Y | +32.8% | +55.4% | -22.5% | -9.6% |
| 3Y | +335.9% | +135.2% | +200.7% | +92.0% |
| All | +112.5% | +64.2% | +48.3% | +21.4% |
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