+2,111.6%
NOW vs IVV
+627.0%
+1,484.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -2.5% |
| 7D | -27.5% | -0.7% | -26.8% | -26.7% |
| 30D | -20.0% | -1.0% | -19.0% | -18.8% |
| 3M | -7.9% | -0.3% | -7.6% | -7.3% |
| 6M | +18.3% | +7.4% | +11.0% | +7.1% |
| YTD | -29.0% | +13.4% | -42.3% | -40.5% |
| 1Y | -38.7% | +14.8% | -53.5% | -49.6% |
| 3Y | -10.3% | +83.3% | -93.7% | -60.7% |
| 5Y | -22.5% | +76.1% | -98.6% | -62.5% |
| 10Y | +553.8% | +333.3% | +220.6% | -6.5% |
| All | +2,111.6% | +627.0% | +1,484.6% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling