-0.8%
IOT vs NVS
+10.8%
-11.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.2% |
| 7D | -4.5% | -14.3% | +9.7% | -7.4% |
| 30D | -2.4% | -10.0% | +7.5% | -3.9% |
| 3M | +19.0% | -10.9% | +29.9% | +17.0% |
| 6M | +19.6% | -12.0% | +31.6% | +19.1% |
| YTD | +8.3% | +2.5% | +5.8% | +3.1% |
| 1Y | -0.8% | +10.7% | -11.5% | -8.4% |
| All | -0.8% | +10.8% | -11.6% | -8.4% |
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