+1,078.6%
NVS vs IRM
+5,315.3%
-4,236.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.7% | -13.3% | -13.8% |
| 7D | -14.6% | +1.6% | -16.2% | -14.8% |
| 30D | -11.9% | -4.2% | -7.7% | -11.4% |
| 3M | -6.0% | -5.4% | -0.6% | -5.3% |
| 6M | -11.4% | +12.0% | -23.4% | -13.5% |
| YTD | +2.9% | +42.0% | -39.1% | -3.7% |
| 1Y | +10.2% | +29.9% | -19.6% | +4.5% |
| 3Y | +55.3% | +104.4% | -49.0% | +34.4% |
| 5Y | +89.6% | +191.0% | -101.4% | +52.5% |
| 10Y | +176.1% | +417.1% | -241.1% | +95.3% |
| All | +1,078.6% | +5,315.3% | -4,236.7% | +466.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling