+506.3%
NOW vs IVZ
+48.7%
+457.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.0% |
| 7D | -8.7% | +2.2% | -10.9% | -9.5% |
| 30D | -29.3% | -2.2% | -27.1% | -28.9% |
| 3M | -21.8% | -8.4% | -13.4% | -19.8% |
| 6M | +9.2% | +6.2% | +3.1% | +5.9% |
| YTD | -35.0% | +12.4% | -47.4% | -38.7% |
| 1Y | -42.5% | +26.0% | -68.5% | -47.9% |
| 3Y | -21.5% | +147.9% | -169.4% | -45.1% |
| 5Y | -25.8% | +38.8% | -64.5% | -38.8% |
| 10Y | +506.3% | +44.6% | +461.8% | +345.0% |
| All | +506.3% | +48.7% | +457.6% | +345.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling