+160.6%
IOVA vs NVDX
+772.1%
-611.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.7% |
| 7D | -2.2% | -10.2% | +8.1% | -1.1% |
| 30D | +27.6% | -7.3% | +34.9% | +28.4% |
| 3M | +117.2% | +5.5% | +111.6% | +114.5% |
| 6M | +77.7% | +18.3% | +59.4% | +72.1% |
| YTD | +215.0% | +11.4% | +203.6% | +205.5% |
| 1Y | +255.4% | +12.7% | +242.7% | +240.4% |
| All | +160.6% | +772.1% | -611.5% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling