+83.3%
IVV vs NVS
+119.4%
-36.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | +0.1% | +4.0% | -3.9% | -0.9% |
| 30D | +0.1% | +3.6% | -3.5% | -0.9% |
| 3M | +2.0% | +7.8% | -5.8% | -0.2% |
| 6M | +13.0% | -0.2% | +13.2% | +12.8% |
| YTD | +13.6% | +19.6% | -6.0% | +7.8% |
| 1Y | +20.1% | +28.4% | -8.3% | +11.6% |
| 3Y | +77.6% | +76.2% | +1.4% | +47.7% |
| All | +83.3% | +119.4% | -36.0% | +36.5% |
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