+38.2%
IWM vs NVS
+89.9%
-51.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -1.1% | -15.4% | +14.2% | +3.2% |
| 30D | -3.1% | -12.3% | +9.2% | -0.1% |
| 3M | +2.2% | -7.8% | +10.0% | +3.5% |
| 6M | +15.1% | -13.0% | +28.1% | +18.6% |
| YTD | +18.6% | +2.8% | +15.8% | +15.5% |
| 1Y | +24.0% | +10.6% | +13.4% | +17.6% |
| 3Y | +63.7% | +55.1% | +8.6% | +35.2% |
| 5Y | +38.2% | +91.7% | -53.5% | +2.0% |
| All | +38.2% | +89.9% | -51.7% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling