+1,054.0%
IJH vs NVS
+856.9%
+197.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.9% | -14.3% | +12.4% | +4.6% |
| 30D | -4.6% | -10.0% | +5.3% | -0.9% |
| 3M | -1.2% | -10.9% | +9.7% | +2.8% |
| 6M | +9.4% | -12.0% | +21.4% | +14.2% |
| YTD | +13.3% | +2.5% | +10.8% | +9.9% |
| 1Y | +13.4% | +10.7% | +2.7% | +5.7% |
| 3Y | +50.4% | +53.3% | -2.9% | +17.8% |
| 5Y | +49.0% | +93.6% | -44.6% | +2.6% |
| 10Y | +182.6% | +180.6% | +2.0% | +61.4% |
| All | +1,054.0% | +856.9% | +197.1% | +294.0% |
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 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