+65.1%
IVZ vs NVS
+113.6%
-48.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.8% |
| 7D | +0.6% | +4.0% | -3.4% | -1.0% |
| 30D | +4.0% | +3.6% | +0.4% | +2.4% |
| 3M | +18.2% | +7.8% | +10.4% | +13.8% |
| 6M | +32.8% | -0.2% | +33.0% | +32.1% |
| YTD | +28.7% | +19.6% | +9.2% | +18.3% |
| 1Y | +55.4% | +28.4% | +27.0% | +37.8% |
| 3Y | +135.2% | +76.2% | +59.0% | +73.3% |
| All | +65.1% | +113.6% | -48.5% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling