+143.5%
IWM vs NVS
+260.1%
-116.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.4% | -1.3% | +2.7% | +1.9% |
| 30D | +2.3% | +9.3% | -7.0% | -1.5% |
| 3M | -8.3% | +5.8% | -14.1% | -11.4% |
| 6M | -1.3% | +7.2% | -8.5% | -5.7% |
| YTD | +13.5% | +20.0% | -6.4% | +2.5% |
| 1Y | +18.4% | +25.4% | -7.0% | +4.6% |
| 3Y | +69.6% | +89.2% | -19.6% | +19.0% |
| 5Y | +23.3% | +134.6% | -111.3% | -25.1% |
| All | +143.5% | +260.1% | -116.5% | +29.1% |
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 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