-60.4%
IOVA vs NTR
+19.8%
-80.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.5% | -0.3% | -3.1% | -3.4% |
| 30D | -45.4% | +2.0% | -47.4% | -45.7% |
| 3M | +19.0% | +6.4% | +12.6% | +16.9% |
| 6M | +112.0% | +1.6% | +110.4% | +109.9% |
| YTD | +184.2% | +18.2% | +166.0% | +165.5% |
| 1Y | +222.0% | +23.9% | +198.1% | +196.5% |
| 3Y | +92.6% | +44.7% | +47.9% | +67.6% |
| All | -60.4% | +19.8% | -80.2% | -66.9% |
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