-92.3%
IOVA vs NYT
+778.0%
-870.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.3% |
| 7D | -2.2% | -1.6% | -0.6% | -1.6% |
| 30D | +31.7% | +2.8% | +28.9% | +30.2% |
| 3M | +117.3% | -9.2% | +126.5% | +124.2% |
| 6M | +55.8% | -17.1% | +72.9% | +66.5% |
| YTD | +208.8% | -3.2% | +212.0% | +209.3% |
| 1Y | +255.7% | +15.7% | +240.0% | +231.6% |
| 3Y | +41.7% | +55.7% | -14.0% | +13.8% |
| 5Y | -64.9% | +39.4% | -104.3% | -71.6% |
| 10Y | +6.3% | +485.6% | -479.3% | -51.4% |
| All | -92.3% | +778.0% | -870.3% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling