+479.4%
NBIS vs IOVA
-23.5%
+502.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.7% | -11.6% | -10.2% |
| 7D | -10.5% | -3.5% | -7.0% | -9.9% |
| 30D | -37.7% | -45.4% | +7.7% | -32.4% |
| 3M | -54.6% | +19.0% | -73.6% | -55.9% |
| 6M | -44.1% | +112.0% | -156.1% | -51.0% |
| YTD | +38.4% | +184.2% | -145.8% | +15.1% |
| 1Y | +30.7% | +222.0% | -191.2% | +6.6% |
| All | +479.4% | -23.5% | +502.9% | +520.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling