-64.3%
IOVA vs NTR
+45.0%
-109.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -1.0% | -2.8% |
| 7D | -6.4% | -2.5% | -4.0% | -5.9% |
| 30D | +25.4% | +17.0% | +8.4% | +20.7% |
| 3M | +115.3% | +22.2% | +93.2% | +104.3% |
| 6M | +56.5% | +5.2% | +51.4% | +52.6% |
| YTD | +198.2% | +29.7% | +168.5% | +172.1% |
| 1Y | +242.0% | +39.4% | +202.6% | +204.9% |
| 3Y | +36.8% | +38.2% | -1.4% | +18.9% |
| 5Y | -64.3% | +47.6% | -111.9% | -78.7% |
| All | -64.3% | +45.0% | -109.2% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling