+37.5%
NVTS vs IVZ
+132.2%
-94.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.4% |
| 7D | +0.5% | -2.4% | +2.8% | +2.9% |
| 30D | -18.0% | +2.5% | -20.5% | -20.1% |
| 3M | -45.6% | +17.1% | -62.7% | -53.0% |
| 6M | +28.5% | +35.1% | -6.7% | -3.2% |
| YTD | +56.2% | +24.3% | +31.9% | +28.3% |
| 1Y | +97.7% | +48.7% | +49.0% | +38.3% |
| All | +37.5% | +132.2% | -94.7% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling