+752.0%
NVS vs IAG
+368.9%
+383.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.8% | -12.1% | -13.8% |
| 7D | -14.6% | +4.3% | -18.9% | -14.8% |
| 30D | -11.9% | +9.8% | -21.7% | -12.4% |
| 3M | -6.0% | +28.9% | -34.9% | -7.5% |
| 6M | -11.4% | -7.6% | -3.8% | -11.4% |
| YTD | +2.9% | +22.0% | -19.0% | +1.0% |
| 1Y | +10.2% | +99.5% | -89.3% | +5.1% |
| 3Y | +55.3% | +818.3% | -763.0% | +34.0% |
| 5Y | +89.6% | +785.9% | -696.3% | +60.8% |
| 10Y | +176.1% | +381.1% | -205.0% | +132.2% |
| All | +752.0% | +368.9% | +383.2% | +511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling