+46.2%
IOVA vs NWSA
+44.8%
+1.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.5% |
| 7D | +5.1% | -2.6% | +7.7% | +7.3% |
| 30D | +37.2% | +4.6% | +32.7% | +31.9% |
| 3M | +117.5% | +10.2% | +107.3% | +99.3% |
| 6M | +69.6% | +21.6% | +48.0% | +41.1% |
| YTD | +218.7% | +14.6% | +204.0% | +177.2% |
| 1Y | +265.5% | +0.4% | +265.2% | +264.5% |
| 3Y | +46.2% | +45.0% | +1.2% | 0.0% |
| All | +46.2% | +44.8% | +1.4% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling