+113.0%
NVTS vs IVZ
+56.4%
+56.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.0% |
| 7D | +2.7% | +0.6% | +2.1% | +1.9% |
| 30D | -4.5% | +4.0% | -8.5% | -9.2% |
| 3M | -61.5% | +18.2% | -79.7% | -68.2% |
| 6M | +28.0% | +32.8% | -4.8% | -8.2% |
| YTD | +65.3% | +28.7% | +36.5% | +21.7% |
| 1Y | +113.0% | +55.4% | +57.6% | +5.9% |
| All | +113.0% | +56.4% | +56.6% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling