+102.8%
NOK vs IVZ
+57.9%
+44.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +8.7% | -2.4% | +11.1% | +9.6% |
| 30D | +12.5% | +2.5% | +10.0% | +11.4% |
| 3M | -20.7% | +17.1% | -37.8% | -25.3% |
| 6M | +36.2% | +35.1% | +1.0% | +21.3% |
| YTD | +64.1% | +24.3% | +39.8% | +49.6% |
| 1Y | +132.4% | +48.7% | +83.7% | +96.8% |
| 3Y | +182.9% | +135.6% | +47.2% | +88.3% |
| 5Y | +102.8% | +60.3% | +42.5% | +51.9% |
| All | +102.8% | +57.9% | +44.9% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling