+322.1%
IVV vs NVS
+177.6%
+144.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.4% | -15.4% | +15.0% | +5.9% |
| 30D | -1.4% | -12.3% | +10.9% | +3.1% |
| 3M | +3.7% | -7.8% | +11.5% | +5.7% |
| 6M | +13.0% | -13.0% | +26.0% | +18.0% |
| YTD | +12.4% | +2.8% | +9.7% | +8.6% |
| 1Y | +18.6% | +10.6% | +8.0% | +10.4% |
| 3Y | +78.1% | +55.1% | +23.0% | +37.5% |
| 5Y | +82.3% | +91.7% | -9.4% | +22.5% |
| 10Y | +322.1% | +181.2% | +140.9% | +146.8% |
| All | +322.1% | +177.6% | +144.5% | +146.8% |
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 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