+313.4%
IVV vs NVS
+249.7%
+63.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | -0.9% | -2.8% | +1.9% | +0.2% |
| 30D | -2.3% | +11.5% | -13.8% | -6.6% |
| 3M | -1.2% | +3.7% | -4.8% | -3.5% |
| 6M | +3.3% | +10.4% | -7.1% | -2.4% |
| YTD | +12.3% | +19.8% | -7.5% | +1.9% |
| 1Y | +12.5% | +26.6% | -14.1% | -0.6% |
| 3Y | +79.2% | +90.1% | -10.9% | +26.3% |
| 5Y | +75.6% | +133.4% | -57.7% | +7.7% |
| 10Y | +313.4% | +251.0% | +62.4% | +120.4% |
| All | +313.4% | +249.7% | +63.7% | +120.4% |
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 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