-9.7%
IGV vs NVS
+10.8%
-20.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.9% | -14.3% | +11.4% | -4.4% |
| 30D | -1.5% | -10.0% | +8.4% | -1.9% |
| 3M | +11.7% | -10.9% | +22.6% | +11.1% |
| 6M | +18.4% | -12.0% | +30.4% | +18.3% |
| YTD | -3.9% | +2.5% | -6.4% | -5.2% |
| 1Y | -9.7% | +10.7% | -20.3% | -11.4% |
| All | -9.7% | +10.8% | -20.5% | -11.4% |
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