+50.5%
IVZ vs NVS
+257.6%
-207.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.4% |
| 7D | +4.1% | +1.3% | +2.8% | +3.4% |
| 30D | -2.0% | +13.9% | -15.9% | -9.1% |
| 3M | -7.8% | +4.7% | -12.6% | -11.4% |
| 6M | +6.3% | +12.1% | -5.8% | -2.9% |
| YTD | +12.6% | +22.3% | -9.8% | -3.2% |
| 1Y | +27.6% | +33.5% | -5.9% | +3.4% |
| 3Y | +154.0% | +94.7% | +59.3% | +51.6% |
| 5Y | +37.3% | +137.6% | -100.3% | -31.9% |
| 10Y | +50.5% | +254.5% | -203.9% | -34.2% |
| All | +50.5% | +257.6% | -207.0% | -34.2% |
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