+990.2%
IBKR vs NVS
+179.5%
+810.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -1.3% | -14.3% | +12.9% | +3.9% |
| 30D | -0.2% | -10.0% | +9.7% | +2.8% |
| 3M | +3.0% | -10.9% | +13.8% | +6.0% |
| 6M | +33.9% | -12.0% | +45.8% | +38.4% |
| YTD | +42.5% | +2.5% | +40.0% | +37.9% |
| 1Y | +44.9% | +10.7% | +34.2% | +35.4% |
| 3Y | +293.0% | +53.3% | +239.7% | +209.8% |
| 5Y | +497.7% | +93.6% | +404.0% | +308.4% |
| All | +990.2% | +179.5% | +810.7% | +577.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling