-2.0%
IEF vs NVS
+37.6%
-39.6%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.0% | +0.4% |
| 7D | +0.9% | +5.7% | -4.8% | +0.6% |
| 30D | +3.1% | +17.1% | -14.0% | +2.3% |
| 3M | -1.4% | +7.6% | -9.0% | -1.9% |
| 6M | -1.6% | +14.1% | -15.6% | -2.7% |
| YTD | -2.1% | +23.3% | -25.4% | -3.3% |
| 1Y | -2.0% | +36.0% | -38.0% | -3.7% |
| All | -2.0% | +37.6% | -39.6% | -3.7% |
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