-92.3%
IOVA vs NTRS
+458.8%
-551.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -2.2% | +0.9% | -3.1% | -2.6% |
| 30D | +31.7% | -1.2% | +32.9% | +32.1% |
| 3M | +117.3% | +8.8% | +108.5% | +108.0% |
| 6M | +55.8% | +34.7% | +21.1% | +34.2% |
| YTD | +208.8% | +37.2% | +171.5% | +162.1% |
| 1Y | +255.7% | +46.3% | +209.4% | +192.1% |
| 3Y | +41.7% | +163.2% | -121.5% | -13.8% |
| 5Y | -64.9% | +86.9% | -151.8% | -75.8% |
| 10Y | +6.3% | +250.9% | -244.6% | -50.3% |
| All | -92.3% | +458.8% | -551.1% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling