+36.0%
NVS vs IRE
-97.6%
+133.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -23.2% | +26.8% | +3.2% |
| 7D | +5.7% | -46.8% | +52.5% | +4.9% |
| 30D | +17.1% | -75.5% | +92.6% | +15.1% |
| 3M | +7.6% | -79.4% | +87.1% | +5.8% |
| 6M | +14.1% | -91.3% | +105.4% | +12.3% |
| YTD | +23.3% | -90.8% | +114.1% | +22.2% |
| 1Y | +36.0% | -97.7% | +133.7% | +31.8% |
| All | +36.0% | -97.6% | +133.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling