+174.9%
NVS vs IFF
-20.3%
+195.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -14.3% | -3.2% | -11.1% | -13.7% |
| 30D | -10.0% | -0.3% | -9.7% | -9.9% |
| 3M | -10.9% | +8.4% | -19.3% | -12.6% |
| 6M | -12.0% | +23.0% | -35.0% | -16.3% |
| YTD | +2.5% | +25.5% | -22.9% | -3.1% |
| 1Y | +10.7% | +29.1% | -18.4% | +3.9% |
| 3Y | +53.3% | +31.7% | +21.6% | +41.5% |
| 5Y | +93.6% | -35.2% | +128.8% | +103.9% |
| All | +174.9% | -20.3% | +195.1% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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