+299.5%
IOVA vs NYT
+15.2%
+284.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +9.7% | -1.3% | +11.0% | +10.3% |
| 30D | +102.5% | +2.7% | +99.8% | +99.8% |
| 3M | +100.7% | -10.3% | +111.0% | +109.7% |
| 6M | +106.3% | -16.6% | +122.9% | +123.7% |
| YTD | +222.0% | -2.3% | +224.2% | +198.4% |
| 1Y | +299.5% | +15.0% | +284.5% | +173.6% |
| All | +299.5% | +15.2% | +284.3% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling