-9.4%
NVTS vs IVZ
+58.6%
-67.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -2.6% |
| 7D | +3.5% | +1.2% | +2.3% | +2.2% |
| 30D | -11.9% | +1.8% | -13.7% | -13.6% |
| 3M | -49.2% | +15.7% | -65.0% | -55.4% |
| 6M | +38.4% | +36.3% | +2.1% | +4.2% |
| YTD | +62.5% | +24.9% | +37.5% | +33.6% |
| 1Y | +101.4% | +48.9% | +52.4% | +41.5% |
| 3Y | +40.4% | +136.8% | -96.4% | -36.6% |
| All | -9.4% | +58.6% | -67.9% | -43.6% |
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