-2.1%
IGV vs NVS
+27.7%
-29.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.6% |
| 7D | -4.5% | +4.0% | -8.5% | -3.6% |
| 30D | +3.2% | +3.6% | -0.4% | +4.1% |
| 3M | +4.5% | +7.8% | -3.3% | +6.3% |
| 6M | +22.1% | -0.2% | +22.3% | +23.6% |
| YTD | -1.0% | +19.6% | -20.6% | -0.5% |
| 1Y | -2.1% | +28.4% | -30.5% | -1.8% |
| All | -2.1% | +27.7% | -29.8% | -1.8% |
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