+22.9%
IWM vs NVS
+11.3%
+11.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.5% | -15.7% | +13.2% | -0.2% |
| 30D | -4.4% | -11.1% | +6.7% | -3.1% |
| 3M | +2.2% | -7.2% | +9.4% | +2.2% |
| 6M | +14.0% | -12.3% | +26.4% | +15.4% |
| YTD | +17.4% | +2.8% | +14.6% | +14.8% |
| 1Y | +22.9% | +11.9% | +11.0% | +17.6% |
| All | +22.9% | +11.3% | +11.7% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling