+719.8%
IWD vs NVS
+860.6%
-140.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.9% | +13.1% | +5.6% |
| 7D | -0.2% | -14.6% | +14.4% | +6.7% |
| 30D | -0.8% | -11.9% | +11.1% | +4.2% |
| 3M | +8.0% | -6.0% | +14.0% | +9.7% |
| 6M | +18.2% | -11.4% | +29.6% | +23.2% |
| YTD | +22.3% | +2.9% | +19.4% | +18.4% |
| 1Y | +28.9% | +10.2% | +18.6% | +20.4% |
| 3Y | +71.5% | +55.3% | +16.2% | +33.4% |
| 5Y | +73.6% | +89.6% | -16.0% | +20.7% |
| 10Y | +194.7% | +176.1% | +18.6% | +68.1% |
| All | +719.8% | +860.6% | -140.9% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling