+42.6%
IOVA vs NTR
+36.8%
+5.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.8% |
| 7D | -2.2% | -1.3% | -0.9% | -1.8% |
| 30D | +27.6% | +16.8% | +10.8% | +22.4% |
| 3M | +117.2% | +20.7% | +96.4% | +105.6% |
| 6M | +77.7% | +0.5% | +77.2% | +75.9% |
| YTD | +215.0% | +29.2% | +185.8% | +179.6% |
| 1Y | +255.4% | +39.6% | +215.8% | +203.3% |
| 3Y | +42.6% | +37.9% | +4.7% | +4.2% |
| All | +42.6% | +36.8% | +5.9% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling