+155.9%
NUE vs IVZ
+61.1%
+94.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | -0.6% | -2.4% | +1.8% | +0.5% |
| 30D | -4.6% | +3.0% | -7.6% | -6.0% |
| 3M | -0.3% | +14.9% | -15.2% | -7.4% |
| 6M | +51.9% | +36.7% | +15.1% | +29.2% |
| YTD | +60.0% | +25.7% | +34.3% | +40.6% |
| 1Y | +82.9% | +47.7% | +35.2% | +47.6% |
| 3Y | +66.0% | +138.8% | -72.9% | +1.3% |
| All | +155.9% | +61.1% | +94.8% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling