+750.3%
NVT vs IVZ
+53.9%
+696.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.6% | +4.1% |
| 7D | +4.1% | -2.4% | +6.5% | +5.3% |
| 30D | -5.1% | +3.0% | -8.2% | -6.6% |
| 3M | -1.2% | +14.9% | -16.0% | -8.0% |
| 6M | +46.6% | +36.7% | +9.8% | +24.7% |
| YTD | +60.0% | +25.7% | +34.3% | +41.2% |
| 1Y | +70.8% | +47.7% | +23.1% | +38.7% |
| 3Y | +187.5% | +138.8% | +48.7% | +76.9% |
| 5Y | +426.1% | +62.1% | +364.1% | +276.1% |
| All | +750.3% | +53.9% | +696.4% | +433.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling