-1.5%
IOVA vs NWSA
+148.8%
-150.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.7% | -3.0% |
| 7D | -6.4% | -4.8% | -1.7% | -4.0% |
| 30D | +25.4% | +3.0% | +22.5% | +23.3% |
| 3M | +115.3% | +9.3% | +106.0% | +104.2% |
| 6M | +56.5% | +23.2% | +33.4% | +38.5% |
| YTD | +198.2% | +13.3% | +184.8% | +174.5% |
| 1Y | +242.0% | +2.9% | +239.1% | +230.6% |
| 3Y | +36.8% | +43.3% | -6.5% | +14.4% |
| 5Y | -64.3% | +40.9% | -105.1% | -70.5% |
| All | -1.5% | +148.8% | -150.3% | -41.8% |
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