-99.2%
NVD vs IVZ
+144.8%
-244.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +2.1% |
| 7D | -7.7% | +1.1% | -8.7% | -6.7% |
| 30D | -5.8% | +3.1% | -8.9% | -3.0% |
| 3M | -23.2% | +18.2% | -41.4% | -9.8% |
| 6M | -49.7% | +38.6% | -88.3% | -31.0% |
| YTD | -47.7% | +25.9% | -73.6% | -32.6% |
| 1Y | -61.3% | +51.7% | -113.0% | -40.0% |
| 3Y | -99.2% | +138.7% | -237.8% | -97.7% |
| All | -99.2% | +144.8% | -244.0% | -97.7% |
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