+42.6%
IOVA vs NYT
+56.2%
-13.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.5% |
| 7D | -2.2% | -0.6% | -1.6% | -1.9% |
| 30D | +27.6% | +4.6% | +23.0% | +25.6% |
| 3M | +117.2% | -9.6% | +126.8% | +123.8% |
| 6M | +77.7% | -14.0% | +91.7% | +86.3% |
| YTD | +215.0% | -2.8% | +217.9% | +214.7% |
| 1Y | +255.4% | +15.6% | +239.8% | +233.5% |
| 3Y | +42.6% | +56.3% | -13.7% | +5.6% |
| All | +42.6% | +56.2% | -13.6% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling