+304.0%
IOVA vs NWSA
+99.8%
+204.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -8.5% | -9.7% | +1.2% | -3.4% |
| 30D | -44.7% | -8.6% | -36.1% | -42.2% |
| 3M | +26.2% | -6.3% | +32.5% | +29.9% |
| 6M | +123.2% | -1.2% | +124.4% | +122.7% |
| YTD | +196.0% | +2.6% | +193.3% | +186.2% |
| 1Y | +240.9% | 0.0% | +240.9% | +234.3% |
| 3Y | +103.5% | +30.1% | +73.5% | +78.2% |
| 5Y | -65.5% | +18.3% | -83.8% | -69.1% |
| 10Y | +7.0% | +149.3% | -142.3% | -37.8% |
| All | +304.0% | +99.8% | +204.2% | +174.4% |
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