+281.5%
IOVA vs NWSA
+97.3%
+184.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.6% | -4.6% |
| 7D | -1.4% | -0.8% | -0.6% | -1.0% |
| 30D | -47.4% | -11.3% | -36.0% | -44.0% |
| 3M | +13.2% | -8.1% | +21.3% | +17.7% |
| 6M | +114.3% | -0.7% | +115.0% | +113.3% |
| YTD | +179.5% | +1.3% | +178.2% | +172.2% |
| 1Y | +200.4% | -1.3% | +201.7% | +196.8% |
| 3Y | +92.2% | +28.4% | +63.8% | +69.5% |
| 5Y | -63.8% | +15.3% | -79.1% | -67.2% |
| 10Y | +0.4% | +142.7% | -142.3% | -40.7% |
| All | +281.5% | +97.3% | +184.2% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling