-3.1%
NVO vs IVZ
+61.1%
-64.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -7.6% | -2.4% | -5.2% | -7.1% |
| 30D | -6.0% | +3.0% | -9.0% | -6.5% |
| 3M | -0.8% | +14.9% | -15.6% | -3.8% |
| 6M | +16.5% | +36.7% | -20.3% | +8.9% |
| YTD | -11.1% | +25.7% | -36.8% | -15.4% |
| 1Y | -16.7% | +47.7% | -64.4% | -22.8% |
| 3Y | -52.9% | +138.8% | -191.7% | -60.3% |
| All | -3.1% | +61.1% | -64.2% | -15.3% |
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