+790.0%
NOW vs IVZ
+61.1%
+728.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -4.3% |
| 7D | -6.1% | +1.1% | -7.2% | -6.4% |
| 30D | +7.5% | +3.1% | +4.4% | +6.4% |
| 3M | +17.5% | +18.2% | -0.6% | +10.4% |
| 6M | +7.9% | +38.6% | -30.7% | -4.2% |
| YTD | -12.4% | +25.9% | -38.3% | -20.1% |
| 1Y | -28.6% | +51.7% | -80.2% | -39.0% |
| 3Y | +11.8% | +138.7% | -126.8% | -20.3% |
| 5Y | +2.6% | +62.8% | -60.1% | -19.3% |
| 10Y | +790.0% | +60.9% | +729.1% | +559.3% |
| All | +790.0% | +61.1% | +728.9% | +559.3% |
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