+94.1%
NVS vs IBN
+52.7%
+41.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -15.7% | -5.5% | -10.2% | -14.7% |
| 30D | -11.1% | -3.4% | -7.7% | -10.4% |
| 3M | -7.2% | +8.7% | -15.9% | -8.6% |
| 6M | -12.3% | +3.7% | -16.0% | -13.0% |
| YTD | +2.8% | -2.4% | +5.1% | +3.0% |
| 1Y | +11.9% | -8.1% | +20.0% | +13.2% |
| 3Y | +55.1% | +26.3% | +28.7% | +47.2% |
| 5Y | +94.1% | +54.9% | +39.1% | +75.6% |
| All | +94.1% | +52.7% | +41.3% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling