-99.1%
NVD vs IVZ
+134.7%
-233.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +1.2% |
| 7D | +10.8% | -2.4% | +13.2% | +8.7% |
| 30D | +0.8% | +3.0% | -2.3% | +3.7% |
| 3M | -20.8% | +14.9% | -35.7% | -9.4% |
| 6M | -41.2% | +36.7% | -77.9% | -20.3% |
| YTD | -44.2% | +25.7% | -69.9% | -28.2% |
| 1Y | -54.2% | +47.7% | -101.9% | -30.6% |
| 3Y | -99.1% | +138.8% | -238.0% | -97.6% |
| All | -99.1% | +134.7% | -233.9% | -97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling