+44.9%
IBKR vs NVS
+10.8%
+34.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.3% | -14.3% | +12.9% | -0.7% |
| 30D | -0.2% | -10.0% | +9.7% | +0.5% |
| 3M | +3.0% | -10.9% | +13.8% | +3.6% |
| 6M | +33.9% | -12.0% | +45.8% | +34.0% |
| YTD | +42.5% | +2.5% | +40.0% | +39.9% |
| 1Y | +44.9% | +10.7% | +34.2% | +41.9% |
| All | +44.9% | +10.8% | +34.0% | +41.9% |
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