+405.9%
NOK vs IVZ
+1,117.8%
-711.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.2% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | +4.7% | +4.0% | +0.7% | +3.0% |
| 3M | -39.7% | +18.2% | -57.8% | -43.4% |
| 6M | +23.1% | +32.8% | -9.8% | +9.4% |
| YTD | +55.0% | +28.7% | +26.3% | +38.4% |
| 1Y | +118.0% | +55.4% | +62.7% | +79.5% |
| 3Y | +170.5% | +135.2% | +35.3% | +79.8% |
| 5Y | +84.9% | +64.2% | +20.7% | +38.4% |
| 10Y | +112.0% | +64.6% | +47.4% | +38.0% |
| All | +405.9% | +1,117.8% | -711.9% | +9.5% |
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