+2,161.6%
NI vs IVZ
+1,117.8%
+1,043.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | -3.5% | +4.0% | -7.5% | -4.3% |
| 3M | -9.1% | +18.2% | -27.3% | -12.2% |
| 6M | -11.8% | +32.8% | -44.7% | -16.9% |
| YTD | +1.1% | +28.7% | -27.7% | -4.4% |
| 1Y | +6.7% | +55.4% | -48.7% | -2.8% |
| 3Y | +71.1% | +135.2% | -64.1% | +41.2% |
| 5Y | +94.3% | +64.2% | +30.1% | +67.8% |
| 10Y | +135.8% | +64.6% | +71.2% | +89.1% |
| All | +2,161.6% | +1,117.8% | +1,043.8% | +1,296.5% |
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