+44.7%
IBKR vs NVS
+27.7%
+17.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.4% |
| 7D | -3.3% | +4.0% | -7.3% | -3.1% |
| 30D | +4.5% | +3.6% | +0.9% | +4.8% |
| 3M | +6.5% | +7.8% | -1.3% | +5.7% |
| 6M | +34.2% | -0.2% | +34.4% | +33.6% |
| YTD | +44.5% | +19.6% | +24.9% | +42.1% |
| 1Y | +44.7% | +28.4% | +16.3% | +42.9% |
| All | +44.7% | +27.7% | +17.0% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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