+6.5%
IYR vs NVS
+92.9%
-86.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.4% | -14.3% | +12.9% | +3.4% |
| 30D | -2.7% | -10.0% | +7.3% | 0.0% |
| 3M | -2.1% | -10.9% | +8.8% | +0.8% |
| 6M | +3.6% | -12.0% | +15.6% | +7.0% |
| YTD | +8.1% | +2.5% | +5.6% | +5.2% |
| 1Y | +4.7% | +10.7% | -6.0% | -1.4% |
| 3Y | +29.1% | +53.3% | -24.2% | +5.5% |
| All | +6.5% | +92.9% | -86.4% | -24.0% |
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