+42.6%
IOVA vs NTRS
+168.2%
-125.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.0% |
| 7D | -2.2% | +1.4% | -3.5% | -3.0% |
| 30D | +27.6% | -0.7% | +28.2% | +27.6% |
| 3M | +117.2% | +11.3% | +105.8% | +101.3% |
| 6M | +77.7% | +35.5% | +42.2% | +44.6% |
| YTD | +215.0% | +40.6% | +174.4% | +147.3% |
| 1Y | +255.4% | +49.2% | +206.2% | +166.5% |
| 3Y | +42.6% | +167.2% | -124.6% | -48.5% |
| All | +42.6% | +168.2% | -125.5% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling