+7.9%
NVS vs IRE
-84.0%
+91.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -0.2% |
| 7D | -15.4% | +29.0% | -44.4% | -15.2% |
| 30D | -12.3% | +24.2% | -36.5% | -12.0% |
| 3M | -7.8% | -53.2% | +45.4% | -7.4% |
| 6M | -13.0% | -36.0% | +23.1% | -12.6% |
| YTD | +2.8% | -51.0% | +53.8% | +3.6% |
| All | +7.9% | -84.0% | +91.9% | +7.8% |
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