+437.1%
NOK vs IVZ
+1,090.9%
-653.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +7.1% |
| 7D | +7.3% | +1.1% | +6.2% | +6.7% |
| 30D | +13.8% | +3.1% | +10.7% | +12.3% |
| 3M | -27.0% | +18.2% | -45.2% | -31.7% |
| 6M | +37.6% | +38.6% | -1.0% | +20.1% |
| YTD | +64.6% | +25.9% | +38.7% | +48.2% |
| 1Y | +132.0% | +51.7% | +80.4% | +92.8% |
| 3Y | +183.7% | +138.7% | +45.0% | +87.3% |
| 5Y | +101.3% | +62.8% | +38.5% | +51.1% |
| 10Y | +122.4% | +60.9% | +61.5% | +46.0% |
| All | +437.1% | +1,090.9% | -653.8% | +17.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling