+10.6%
IOT vs NVS
+37.6%
-27.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +4.8% |
| 7D | -0.5% | +5.7% | -6.2% | +0.7% |
| 30D | +1.0% | +17.1% | -16.1% | +4.5% |
| 3M | +10.9% | +7.6% | +3.3% | +13.3% |
| 6M | +39.9% | +14.1% | +25.8% | +45.1% |
| YTD | +20.8% | +23.3% | -2.5% | +16.2% |
| 1Y | +10.6% | +36.0% | -25.4% | -1.4% |
| All | +10.6% | +37.6% | -27.1% | -1.4% |
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