+201.7%
IWD vs NVS
+260.1%
-58.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +2.3% | -1.3% | +3.5% | +2.8% |
| 30D | +3.6% | +9.3% | -5.7% | -0.2% |
| 3M | +2.2% | +5.8% | -3.6% | -1.2% |
| 6M | +13.0% | +7.2% | +5.8% | +8.1% |
| YTD | +26.5% | +20.0% | +6.6% | +14.6% |
| 1Y | +30.1% | +25.4% | +4.8% | +15.3% |
| 3Y | +84.9% | +89.2% | -4.3% | +31.1% |
| 5Y | +73.4% | +134.6% | -61.3% | +6.9% |
| All | +201.7% | +260.1% | -58.4% | +63.5% |
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