+139.2%
IP vs NVS
+1,291.3%
-1,152.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -5.1% | +1.1% | -6.2% | -5.5% |
| 30D | +8.5% | +13.4% | -4.9% | +2.3% |
| 3M | -13.8% | +5.4% | -19.2% | -16.7% |
| 6M | +5.7% | +9.6% | -3.8% | +0.3% |
| YTD | -9.1% | +21.5% | -30.6% | -18.0% |
| 1Y | -0.8% | +32.3% | -33.2% | -14.0% |
| 3Y | +14.8% | +92.9% | -78.1% | -18.3% |
| 5Y | -11.5% | +134.3% | -145.8% | -43.6% |
| 10Y | +27.9% | +272.3% | -244.3% | -35.0% |
| All | +139.2% | +1,291.3% | -1,152.1% | -23.8% |
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