+1,022.8%
NBIS vs IOVA
-15.3%
+1,038.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.2% | -2.3% |
| 7D | -0.8% | -2.2% | +1.3% | -0.6% |
| 30D | -13.4% | +27.6% | -41.0% | -16.4% |
| 3M | +1.0% | +117.2% | -116.1% | -10.8% |
| 6M | +100.5% | +77.7% | +22.8% | +79.8% |
| YTD | +168.3% | +215.0% | -46.8% | +120.8% |
| 1Y | +151.8% | +255.4% | -103.6% | +102.6% |
| All | +1,022.8% | -15.3% | +1,038.0% | +1,090.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling