+129.0%
IEF vs NVS
+731.3%
-602.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.3% | -15.4% | +15.1% | -0.7% |
| 30D | -0.6% | -12.3% | +11.7% | -0.9% |
| 3M | -1.0% | -7.8% | +6.8% | -1.1% |
| 6M | -3.1% | -13.0% | +9.9% | -3.4% |
| YTD | -1.9% | +2.8% | -4.6% | -1.7% |
| 1Y | -1.4% | +10.6% | -12.0% | -0.9% |
| 3Y | +9.8% | +55.1% | -45.3% | +11.7% |
| 5Y | -8.8% | +91.7% | -100.5% | -6.3% |
| 10Y | +4.7% | +181.2% | -176.5% | +10.2% |
| All | +129.0% | +731.3% | -602.4% | +153.6% |
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