+357.7%
IGV vs NVS
+179.5%
+178.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.9% | -14.3% | +11.4% | +2.3% |
| 30D | -1.5% | -10.0% | +8.4% | +1.5% |
| 3M | +11.7% | -10.9% | +22.6% | +15.2% |
| 6M | +18.4% | -12.0% | +30.4% | +22.3% |
| YTD | -3.9% | +2.5% | -6.4% | -7.7% |
| 1Y | -9.7% | +10.7% | -20.3% | -16.5% |
| 3Y | +38.4% | +53.3% | -14.9% | +5.9% |
| 5Y | +21.6% | +93.6% | -72.0% | -20.7% |
| All | +357.7% | +179.5% | +178.2% | +161.0% |
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