+174.9%
NVS vs IBN
+324.2%
-149.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -14.3% | -3.0% | -11.3% | -13.8% |
| 30D | -10.0% | -1.5% | -8.4% | -9.7% |
| 3M | -10.9% | +7.9% | -18.8% | -12.0% |
| 6M | -12.0% | +8.6% | -20.6% | -13.2% |
| YTD | +2.5% | -0.6% | +3.1% | +2.5% |
| 1Y | +10.7% | -7.3% | +18.0% | +11.8% |
| 3Y | +53.3% | +26.2% | +27.1% | +46.3% |
| 5Y | +93.6% | +57.8% | +35.8% | +76.6% |
| All | +174.9% | +324.2% | -149.3% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling