+70.1%
IWD vs NVS
+54.6%
+15.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.2% | -15.4% | +14.2% | +2.1% |
| 30D | -1.6% | -12.3% | +10.7% | +0.7% |
| 3M | +7.0% | -7.8% | +14.8% | +8.1% |
| 6M | +17.0% | -13.0% | +29.9% | +19.7% |
| YTD | +21.6% | +2.8% | +18.9% | +19.3% |
| 1Y | +28.0% | +10.6% | +17.4% | +23.0% |
| All | +70.1% | +54.6% | +15.6% | +49.1% |
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 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