+7.4%
IOVA vs NTR
+103.6%
-96.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.6% |
| 7D | +5.1% | +3.8% | +1.2% | +3.6% |
| 30D | +37.2% | +25.2% | +12.0% | +26.5% |
| 3M | +117.5% | +21.0% | +96.5% | +102.1% |
| 6M | +69.6% | +7.6% | +62.0% | +61.9% |
| YTD | +218.7% | +32.9% | +185.8% | +178.1% |
| 1Y | +265.5% | +43.1% | +222.5% | +209.2% |
| 3Y | +46.2% | +41.6% | +4.6% | +21.2% |
| 5Y | -63.2% | +54.8% | -118.0% | -73.8% |
| All | +7.4% | +103.6% | -96.2% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling