+55.4%
IOT vs NVS
+104.6%
-49.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.5% | -14.3% | +9.7% | -3.7% |
| 30D | -2.4% | -10.0% | +7.5% | -2.0% |
| 3M | +19.0% | -10.9% | +29.9% | +19.5% |
| 6M | +19.6% | -12.0% | +31.6% | +20.5% |
| YTD | +8.3% | +2.5% | +5.8% | +5.5% |
| 1Y | -0.8% | +10.7% | -11.5% | -5.0% |
| 3Y | +24.4% | +53.3% | -28.9% | +7.6% |
| All | +55.4% | +104.6% | -49.3% | +30.1% |
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