+184.5%
NOK vs IVZ
+133.3%
+51.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +9.3% | +1.2% | +8.2% | +8.9% |
| 30D | +17.9% | +1.8% | +16.1% | +17.1% |
| 3M | -22.3% | +15.7% | -38.1% | -25.6% |
| 6M | +36.4% | +36.3% | 0.0% | +24.5% |
| YTD | +66.3% | +24.9% | +41.4% | +54.4% |
| 1Y | +134.4% | +48.9% | +85.5% | +106.1% |
| All | +184.5% | +133.3% | +51.1% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling