+10.7%
NVS vs IRM
+22.0%
-11.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.5% |
| 7D | -14.3% | -1.4% | -12.8% | -14.1% |
| 30D | -10.0% | -7.4% | -2.6% | -9.3% |
| 3M | -10.9% | -7.4% | -3.5% | -10.3% |
| 6M | -12.0% | +8.7% | -20.6% | -13.9% |
| YTD | +2.5% | +40.9% | -38.4% | -3.8% |
| 1Y | +10.7% | +20.5% | -9.8% | +5.6% |
| All | +10.7% | +22.0% | -11.4% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling