+145.8%
IVZ vs NVS
+80.7%
+65.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | +0.6% | +4.0% | -3.4% | -0.3% |
| 30D | +4.0% | +3.6% | +0.4% | +3.1% |
| 3M | +18.2% | +7.8% | +10.4% | +15.5% |
| 6M | +32.8% | -0.2% | +33.0% | +32.2% |
| YTD | +28.7% | +19.6% | +9.2% | +22.6% |
| 1Y | +55.4% | +28.4% | +27.0% | +45.0% |
| All | +145.8% | +80.7% | +65.1% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling