+747.8%
IWD vs NVS
+1,019.7%
-271.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | +2.3% | -1.3% | +3.5% | +2.9% |
| 30D | +3.6% | +9.3% | -5.7% | -0.6% |
| 3M | +2.2% | +5.8% | -3.6% | -1.5% |
| 6M | +13.0% | +7.2% | +5.8% | +7.7% |
| YTD | +26.5% | +20.0% | +6.6% | +14.0% |
| 1Y | +30.1% | +25.4% | +4.8% | +14.7% |
| 3Y | +84.9% | +89.2% | -4.3% | +31.0% |
| 5Y | +73.4% | +134.6% | -61.3% | +8.9% |
| 10Y | +204.0% | +251.4% | -47.3% | +54.8% |
| All | +747.8% | +1,019.7% | -271.9% | +157.8% |
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