+8.9%
IEF vs NVS
+54.2%
-45.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.3% | -14.3% | +12.9% | -0.5% |
| 30D | -1.7% | -10.0% | +8.2% | -1.3% |
| 3M | -2.5% | -10.9% | +8.4% | -2.0% |
| 6M | -3.3% | -12.0% | +8.7% | -2.7% |
| YTD | -2.8% | +2.5% | -5.3% | -3.3% |
| 1Y | -2.7% | +10.7% | -13.4% | -3.7% |
| 3Y | +8.9% | +53.3% | -44.4% | +4.7% |
| All | +8.9% | +54.2% | -45.3% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling