+213.7%
ICE vs NVS
+179.5%
+34.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | -2.4% | -14.3% | +11.9% | +3.2% |
| 30D | +4.0% | -10.0% | +14.0% | +7.6% |
| 3M | +13.7% | -10.9% | +24.6% | +17.8% |
| 6M | +0.9% | -12.0% | +12.9% | +4.9% |
| YTD | -2.1% | +2.5% | -4.7% | -5.0% |
| 1Y | -9.5% | +10.7% | -20.2% | -15.3% |
| 3Y | +42.1% | +53.3% | -11.2% | +12.7% |
| 5Y | +41.4% | +93.6% | -52.2% | -1.8% |
| All | +213.7% | +179.5% | +34.1% | +89.4% |
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