+3.6%
IEF vs NVS
+179.5%
-176.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.3% | -14.3% | +12.9% | -1.2% |
| 30D | -1.7% | -10.0% | +8.2% | -1.7% |
| 3M | -2.5% | -10.9% | +8.4% | -2.4% |
| 6M | -3.3% | -12.0% | +8.7% | -3.2% |
| YTD | -2.8% | +2.5% | -5.3% | -2.8% |
| 1Y | -2.7% | +10.7% | -13.4% | -2.7% |
| 3Y | +8.9% | +53.3% | -44.4% | +9.1% |
| 5Y | -9.4% | +93.6% | -103.0% | -8.5% |
| All | +3.6% | +179.5% | -176.0% | +7.1% |
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