+140.2%
NI vs IVZ
+65.9%
+74.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.6% |
| 30D | -1.4% | +3.0% | -4.4% | -2.1% |
| 3M | -10.6% | +14.9% | -25.4% | -13.7% |
| 6M | -9.3% | +36.7% | -46.1% | -16.4% |
| YTD | +1.1% | +25.7% | -24.5% | -5.2% |
| 1Y | +3.4% | +47.7% | -44.3% | -7.1% |
| 3Y | +67.9% | +138.8% | -71.0% | +30.1% |
| 5Y | +98.0% | +62.1% | +35.9% | +63.8% |
| All | +140.2% | +65.9% | +74.3% | +50.3% |
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