+55.8%
IOVA vs NYT
-16.3%
+72.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.6% |
| 7D | -2.2% | -1.6% | -0.6% | -1.8% |
| 30D | +31.7% | +2.8% | +28.9% | +30.7% |
| 3M | +117.3% | -9.2% | +126.5% | +122.2% |
| 6M | +55.8% | -17.1% | +72.9% | +54.1% |
| All | +55.8% | -16.3% | +72.1% | +54.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling