-60.4%
IOVA vs NIO
-93.2%
+32.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +3.3% |
| 7D | -3.5% | -14.5% | +11.0% | +1.3% |
| 30D | -45.4% | -15.0% | -30.4% | -42.4% |
| 3M | +19.0% | -35.6% | +54.6% | +35.9% |
| 6M | +112.0% | -55.7% | +167.7% | +170.0% |
| YTD | +184.2% | -43.1% | +227.4% | +225.5% |
| 1Y | +222.0% | -53.5% | +275.5% | +293.8% |
| 3Y | +92.6% | -59.8% | +152.4% | +121.0% |
| All | -60.4% | -93.2% | +32.8% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling