+174.9%
NVS vs IRM
+440.8%
-265.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.6% |
| 7D | -14.3% | -1.4% | -12.8% | -14.0% |
| 30D | -10.0% | -7.4% | -2.6% | -8.8% |
| 3M | -10.9% | -7.4% | -3.5% | -9.9% |
| 6M | -12.0% | +8.7% | -20.6% | -13.9% |
| YTD | +2.5% | +40.9% | -38.4% | -4.8% |
| 1Y | +10.7% | +20.5% | -9.8% | +5.7% |
| 3Y | +53.3% | +101.7% | -48.4% | +29.9% |
| 5Y | +93.6% | +197.7% | -104.1% | +49.1% |
| All | +174.9% | +440.8% | -265.9% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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