+23.1%
IGV vs NVS
+92.9%
-69.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.9% | -14.3% | +11.4% | -1.2% |
| 30D | -1.5% | -10.0% | +8.4% | -0.4% |
| 3M | +11.7% | -10.9% | +22.6% | +12.9% |
| 6M | +18.4% | -12.0% | +30.4% | +20.0% |
| YTD | -3.9% | +2.5% | -6.4% | -6.0% |
| 1Y | -9.7% | +10.7% | -20.3% | -13.3% |
| 3Y | +38.4% | +53.3% | -14.9% | +19.6% |
| All | +23.1% | +92.9% | -69.8% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling