+2.8%
IOVA vs NWSA
+148.1%
-145.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.3% |
| 7D | -3.5% | +2.2% | -5.7% | -4.6% |
| 30D | -45.4% | -8.8% | -36.6% | -42.8% |
| 3M | +19.0% | -6.5% | +25.5% | +22.7% |
| 6M | +112.0% | +1.5% | +110.5% | +108.5% |
| YTD | +184.2% | +4.0% | +180.2% | +173.0% |
| 1Y | +222.0% | +3.4% | +218.6% | +210.1% |
| 3Y | +92.6% | +34.8% | +57.7% | +66.2% |
| 5Y | -63.2% | +18.4% | -81.5% | -67.1% |
| All | +2.8% | +148.1% | -145.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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