+776.1%
IVV vs NVS
+1,070.2%
-294.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.4% |
| 7D | +0.1% | +4.0% | -3.9% | -1.8% |
| 30D | +0.1% | +3.6% | -3.5% | -1.8% |
| 3M | +2.0% | +7.8% | -5.8% | -2.1% |
| 6M | +13.0% | -0.2% | +13.2% | +12.2% |
| YTD | +13.6% | +19.6% | -6.0% | +3.4% |
| 1Y | +20.1% | +28.4% | -8.3% | +5.4% |
| 3Y | +77.6% | +76.2% | +1.4% | +31.4% |
| 5Y | +82.5% | +111.1% | -28.6% | +21.9% |
| 10Y | +316.5% | +224.3% | +92.3% | +123.8% |
| All | +776.1% | +1,070.2% | -294.1% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling