+2,490.2%
NVDL vs IVZ
+92.6%
+2,397.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.0% |
| 7D | -10.3% | -2.4% | -7.9% | -8.5% |
| 30D | -7.1% | +3.0% | -10.1% | -9.2% |
| 3M | +6.6% | +14.9% | -8.3% | -4.6% |
| 6M | +21.1% | +36.7% | -15.7% | -6.1% |
| YTD | +15.2% | +25.7% | -10.5% | -5.1% |
| 1Y | +18.8% | +47.7% | -28.9% | -14.3% |
| 3Y | +649.9% | +138.8% | +511.1% | +269.3% |
| All | +2,490.2% | +92.6% | +2,397.5% | +1,432.1% |
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