+506.3%
NOW vs IVV
+306.5%
+199.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.6% |
| 7D | -8.7% | -0.6% | -8.2% | -8.1% |
| 30D | -29.3% | -3.7% | -25.6% | -25.6% |
| 3M | -21.8% | -2.7% | -19.1% | -18.8% |
| 6M | +9.2% | +2.2% | +7.0% | +5.9% |
| YTD | -35.0% | +10.9% | -45.9% | -43.7% |
| 1Y | -42.5% | +11.3% | -53.8% | -50.5% |
| 3Y | -21.5% | +76.9% | -98.4% | -63.3% |
| 5Y | -25.8% | +73.5% | -99.2% | -62.9% |
| 10Y | +506.3% | +307.4% | +199.0% | -17.6% |
| All | +506.3% | +306.5% | +199.8% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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