+76.9%
IVV vs NVS
+93.6%
-16.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.6% | +2.5% | -3.1% | -0.9% |
| 30D | -3.7% | +13.6% | -17.2% | -5.1% |
| 3M | -2.7% | +4.1% | -6.9% | -3.3% |
| 6M | +2.2% | +11.8% | -9.6% | +0.3% |
| YTD | +10.9% | +22.0% | -11.1% | +7.4% |
| 1Y | +11.3% | +32.3% | -20.9% | +6.4% |
| 3Y | +76.9% | +93.6% | -16.7% | +61.8% |
| All | +76.9% | +93.6% | -16.7% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling