-64.9%
IOVA vs NWSA
+40.1%
-105.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.8% |
| 7D | -2.2% | -3.1% | +0.9% | -0.1% |
| 30D | +31.7% | +4.3% | +27.4% | +27.5% |
| 3M | +117.3% | +9.2% | +108.0% | +102.5% |
| 6M | +55.8% | +21.6% | +34.3% | +33.3% |
| YTD | +208.8% | +14.2% | +194.6% | +174.4% |
| 1Y | +255.7% | +1.8% | +253.9% | +243.4% |
| 3Y | +41.7% | +44.4% | -2.8% | +9.4% |
| 5Y | -64.9% | +41.0% | -105.9% | -72.0% |
| All | -64.9% | +40.1% | -105.0% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling