-99.1%
NVD vs IVZ
+141.7%
-240.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.0% |
| 7D | +9.0% | -2.4% | +11.4% | +7.0% |
| 30D | -5.5% | +2.5% | -8.0% | -3.0% |
| 3M | -24.6% | +17.1% | -41.7% | -12.2% |
| 6M | -42.1% | +35.1% | -77.2% | -22.2% |
| YTD | -44.3% | +24.3% | -68.6% | -29.0% |
| 1Y | -54.2% | +48.7% | -102.8% | -30.1% |
| 3Y | -99.1% | +135.6% | -234.8% | -97.6% |
| All | -99.1% | +141.7% | -240.9% | -97.5% |
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