+23.8%
IWM vs NVS
+134.2%
-110.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.4% | -1.3% | +2.7% | +1.8% |
| 30D | +2.3% | +9.3% | -7.0% | -0.2% |
| 3M | -8.3% | +5.8% | -14.1% | -10.3% |
| 6M | -1.3% | +7.2% | -8.5% | -4.2% |
| YTD | +13.5% | +20.0% | -6.4% | +6.0% |
| 1Y | +18.4% | +25.4% | -7.0% | +8.8% |
| 3Y | +69.6% | +89.2% | -19.6% | +31.8% |
| All | +23.8% | +134.2% | -110.4% | -14.5% |
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