+44.6%
IVZ vs NVS
+256.0%
-211.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +2.2% | +2.5% | -0.4% | +0.9% |
| 30D | -2.2% | +13.6% | -15.7% | -9.1% |
| 3M | -8.4% | +4.1% | -12.6% | -11.7% |
| 6M | +6.2% | +11.8% | -5.6% | -2.9% |
| YTD | +12.4% | +22.0% | -9.6% | -3.2% |
| 1Y | +26.0% | +32.3% | -6.3% | +2.6% |
| 3Y | +147.9% | +93.6% | +54.3% | +48.4% |
| 5Y | +38.8% | +136.7% | -97.9% | -31.0% |
| 10Y | +44.6% | +254.6% | -210.0% | -37.7% |
| All | +44.6% | +256.0% | -211.4% | -37.7% |
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