+40.0%
ICE vs NVS
+92.5%
-52.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.3% | -15.7% | +10.4% | -1.1% |
| 30D | +3.0% | -11.1% | +14.1% | +5.9% |
| 3M | +11.4% | -7.2% | +18.6% | +12.8% |
| 6M | -2.0% | -12.3% | +10.3% | +0.9% |
| YTD | -3.1% | +2.8% | -5.9% | -5.3% |
| 1Y | -8.4% | +11.9% | -20.3% | -13.0% |
| 3Y | +40.7% | +55.1% | -14.3% | +17.7% |
| 5Y | +40.0% | +94.1% | -54.1% | +6.9% |
| All | +40.0% | +92.5% | -52.5% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling