+38.3%
IEMG vs NVS
+27.7%
+10.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.8% |
| 7D | +2.2% | +4.0% | -1.8% | +1.8% |
| 30D | +4.6% | +3.6% | +1.0% | +4.2% |
| 3M | +0.4% | +7.8% | -7.4% | -1.1% |
| 6M | +16.4% | -0.2% | +16.5% | +16.4% |
| YTD | +25.4% | +19.6% | +5.9% | +23.6% |
| 1Y | +38.3% | +28.4% | +9.9% | +36.5% |
| All | +38.3% | +27.7% | +10.5% | +36.5% |
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