-54.2%
NVD vs IVZ
+49.7%
-103.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +1.1% |
| 7D | +10.8% | -2.4% | +13.2% | +8.9% |
| 30D | +0.8% | +3.0% | -2.3% | +3.4% |
| 3M | -20.8% | +14.9% | -35.7% | -11.0% |
| 6M | -41.2% | +36.7% | -77.9% | -22.6% |
| YTD | -44.2% | +25.7% | -69.9% | -28.9% |
| 1Y | -54.2% | +47.7% | -101.9% | -28.4% |
| All | -54.2% | +49.7% | -103.8% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling