+22.4%
IP vs NVS
+249.7%
-227.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.5% |
| 7D | -2.8% | -2.8% | 0.0% | -1.4% |
| 30D | +9.2% | +11.5% | -2.3% | +3.8% |
| 3M | -16.1% | +3.7% | -19.8% | -18.3% |
| 6M | +9.6% | +10.4% | -0.8% | +3.3% |
| YTD | -8.8% | +19.8% | -28.6% | -17.4% |
| 1Y | -5.5% | +26.6% | -32.1% | -16.7% |
| 3Y | +19.6% | +90.1% | -70.5% | -16.2% |
| 5Y | -13.5% | +133.4% | -146.8% | -48.0% |
| 10Y | +22.4% | +251.0% | -228.5% | -36.1% |
| All | +22.4% | +249.7% | -227.3% | -36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling