-1.6%
NDAQ vs IOVA
+244.9%
-246.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -2.2% |
| 7D | -6.8% | -6.4% | -0.4% | -6.6% |
| 30D | -3.2% | +25.4% | -28.6% | -3.9% |
| 3M | +6.5% | +115.3% | -108.9% | +3.0% |
| 6M | +5.7% | +56.5% | -50.8% | +4.1% |
| YTD | -4.6% | +198.2% | -202.8% | -10.4% |
| 1Y | -1.6% | +242.0% | -243.6% | -8.0% |
| All | -1.6% | +244.9% | -246.5% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling