+25.8%
NVS vs IRE
-97.5%
+123.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.1% | -13.9% | -1.6% |
| 7D | -2.8% | -15.1% | +12.3% | -2.9% |
| 30D | +11.5% | -71.4% | +82.8% | +10.1% |
| 3M | +3.7% | -81.2% | +84.9% | +2.0% |
| 6M | +10.4% | -93.7% | +104.1% | +8.7% |
| YTD | +19.8% | -92.2% | +112.0% | +18.6% |
| 1Y | +26.6% | -97.3% | +123.8% | +24.0% |
| All | +25.8% | -97.5% | +123.2% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling