-38.2%
IOVA vs NIO
-46.0%
+7.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -7.0% | -1.8% | -5.2% | -6.6% |
| 30D | -44.4% | -6.6% | -37.8% | -43.5% |
| 3M | +24.7% | -29.9% | +54.5% | +34.2% |
| 6M | +118.6% | -46.6% | +165.3% | +147.9% |
| YTD | +196.3% | -36.5% | +232.8% | +218.8% |
| 1Y | +205.3% | -51.1% | +256.4% | +247.8% |
| 3Y | +103.8% | -55.2% | +159.0% | +121.1% |
| 5Y | -65.6% | -92.3% | +26.7% | -52.1% |
| All | -38.2% | -46.0% | +7.8% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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