+1,972.6%
NOW vs IVZ
+114.0%
+1,858.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.0% | -2.4% | -0.5% | -2.1% |
| 30D | -26.0% | -11.2% | -14.8% | -22.8% |
| 3M | -13.1% | -14.0% | +0.9% | -8.3% |
| 6M | +14.5% | +0.5% | +14.1% | +12.7% |
| YTD | -33.4% | +5.4% | -38.9% | -36.3% |
| 1Y | -40.6% | +19.5% | -60.1% | -46.0% |
| 3Y | -16.3% | +128.7% | -145.0% | -43.2% |
| 5Y | -26.3% | +28.8% | -55.1% | -38.7% |
| 10Y | +512.7% | +52.3% | +460.4% | +331.5% |
| All | +1,972.6% | +114.0% | +1,858.5% | +1,190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling