+953.6%
IGV vs NVS
+909.6%
+44.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -13.9% | +12.1% | +4.5% |
| 7D | -3.3% | -14.6% | +11.3% | +3.3% |
| 30D | 0.0% | -11.9% | +11.9% | +4.9% |
| 3M | +7.3% | -6.0% | +13.3% | +8.7% |
| 6M | +16.7% | -11.4% | +28.1% | +20.9% |
| YTD | -2.8% | +2.9% | -5.8% | -6.8% |
| 1Y | -6.7% | +10.2% | -16.9% | -13.8% |
| 3Y | +41.1% | +55.3% | -14.2% | +6.8% |
| 5Y | +22.0% | +89.6% | -67.6% | -18.2% |
| 10Y | +357.9% | +176.1% | +181.9% | +150.1% |
| All | +953.6% | +909.6% | +44.0% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling