+73.5%
IVV vs NVS
+135.3%
-61.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.6% | +2.5% | -3.1% | -1.1% |
| 30D | -3.7% | +13.6% | -17.2% | -6.3% |
| 3M | -2.7% | +4.1% | -6.9% | -4.0% |
| 6M | +2.2% | +11.8% | -9.6% | -1.2% |
| YTD | +10.9% | +22.0% | -11.1% | +4.5% |
| 1Y | +11.3% | +32.3% | -20.9% | +2.6% |
| 3Y | +76.9% | +93.6% | -16.7% | +41.9% |
| 5Y | +73.5% | +136.7% | -63.2% | +26.2% |
| All | +73.5% | +135.3% | -61.8% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling