-16.0%
NOW vs IVV
+74.9%
-90.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -0.6% |
| 7D | -6.7% | -4.8% | -1.9% | -0.9% |
| 30D | -25.8% | -5.9% | -19.9% | -20.0% |
| 3M | -12.7% | -4.5% | -8.1% | -7.4% |
| 6M | +11.2% | +1.8% | +9.4% | +8.7% |
| YTD | -33.2% | +8.4% | -41.6% | -39.8% |
| 1Y | -41.8% | +9.4% | -51.2% | -48.3% |
| All | -16.0% | +74.9% | -90.9% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling