+60.9%
IVZ vs NVS
+175.1%
-114.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -13.9% | +11.7% | +5.9% |
| 7D | +1.1% | -14.6% | +15.7% | +9.9% |
| 30D | +3.1% | -11.9% | +15.0% | +9.6% |
| 3M | +18.2% | -6.0% | +24.1% | +19.6% |
| 6M | +38.6% | -11.4% | +50.0% | +45.8% |
| YTD | +25.9% | +2.9% | +23.0% | +19.6% |
| 1Y | +51.7% | +10.2% | +41.4% | +36.8% |
| 3Y | +138.7% | +55.3% | +83.3% | +63.5% |
| 5Y | +62.8% | +89.6% | -26.8% | -7.0% |
| 10Y | +60.9% | +176.1% | -115.1% | -20.2% |
| All | +60.9% | +175.1% | -114.2% | -20.2% |
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 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