+8.0%
NVS vs IRE
-82.8%
+90.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +10.2% | -24.2% | -13.8% |
| 7D | -14.6% | +58.9% | -73.5% | -14.2% |
| 30D | -11.9% | +17.2% | -29.1% | -11.7% |
| 3M | -6.0% | -58.6% | +52.7% | -5.5% |
| 6M | -11.4% | -23.5% | +12.1% | -10.8% |
| YTD | +2.9% | -47.4% | +50.3% | +3.9% |
| All | +8.0% | -82.8% | +90.9% | +8.0% |
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