+255.4%
IOVA vs NTRS
+51.4%
+204.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.2% |
| 7D | -2.2% | +1.4% | -3.5% | -2.8% |
| 30D | +27.6% | -0.7% | +28.2% | +27.8% |
| 3M | +117.2% | +11.3% | +105.8% | +104.9% |
| 6M | +77.7% | +35.5% | +42.2% | +53.6% |
| YTD | +215.0% | +40.6% | +174.4% | +166.1% |
| 1Y | +255.4% | +49.2% | +206.2% | +185.7% |
| All | +255.4% | +51.4% | +204.0% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling