+730.1%
NVT vs IVZ
+53.0%
+677.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | +7.0% | +1.2% | +5.8% | +6.3% |
| 30D | -2.3% | +1.8% | -4.1% | -3.3% |
| 3M | -3.1% | +15.7% | -18.8% | -10.1% |
| 6M | +47.0% | +36.3% | +10.7% | +25.2% |
| YTD | +56.2% | +24.9% | +31.3% | +38.2% |
| 1Y | +74.5% | +48.9% | +25.6% | +41.0% |
| 3Y | +184.0% | +136.8% | +47.2% | +75.5% |
| 5Y | +410.8% | +60.0% | +350.8% | +267.5% |
| All | +730.1% | +53.0% | +677.2% | +421.9% |
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