+2,263.8%
ICE vs NVS
+502.5%
+1,761.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -13.9% | +11.8% | +6.0% |
| 7D | -1.2% | -14.6% | +13.5% | +7.6% |
| 30D | +5.0% | -11.9% | +16.9% | +11.8% |
| 3M | +13.9% | -6.0% | +19.8% | +16.0% |
| 6M | -4.4% | -11.4% | +7.0% | +0.6% |
| YTD | -1.9% | +2.9% | -4.8% | -6.2% |
| 1Y | -8.1% | +10.2% | -18.4% | -16.1% |
| 3Y | +42.5% | +55.3% | -12.8% | +1.9% |
| 5Y | +40.6% | +89.6% | -49.0% | -13.8% |
| 10Y | +217.1% | +176.1% | +41.1% | +42.4% |
| All | +2,263.8% | +502.5% | +1,761.3% | +376.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling