+138.6%
NOK vs IVZ
+65.9%
+72.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.4% |
| 7D | +11.0% | -2.4% | +13.4% | +11.8% |
| 30D | +7.8% | +3.0% | +4.8% | +6.7% |
| 3M | -21.0% | +14.9% | -35.9% | -24.5% |
| 6M | +40.9% | +36.7% | +4.1% | +26.9% |
| YTD | +72.0% | +25.7% | +46.4% | +58.3% |
| 1Y | +140.9% | +47.7% | +93.2% | +109.4% |
| 3Y | +194.3% | +138.8% | +55.4% | +110.4% |
| 5Y | +112.5% | +62.1% | +50.4% | +68.1% |
| All | +138.6% | +65.9% | +72.7% | +70.9% |
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