+94.1%
NVS vs IAG
+796.9%
-702.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -15.7% | -4.1% | -11.6% | -15.5% |
| 30D | -11.1% | +10.6% | -21.7% | -11.7% |
| 3M | -7.2% | +35.4% | -42.6% | -9.3% |
| 6M | -12.3% | -9.5% | -2.8% | -12.4% |
| YTD | +2.8% | +21.8% | -19.1% | +0.6% |
| 1Y | +11.9% | +84.1% | -72.2% | +6.5% |
| 3Y | +55.1% | +817.4% | -762.3% | +30.5% |
| 5Y | +94.1% | +830.1% | -736.0% | +59.4% |
| All | +94.1% | +796.9% | -702.8% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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