+342.1%
NEM vs IOVA
-0.9%
+343.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.7% | +0.8% | -4.7% |
| 7D | -5.9% | -1.4% | -4.5% | -5.8% |
| 30D | -2.6% | -47.4% | +44.8% | -0.2% |
| 3M | -4.2% | +13.2% | -17.4% | -5.5% |
| 6M | -5.5% | +114.3% | -119.8% | -9.7% |
| YTD | +13.5% | +179.5% | -165.9% | +6.7% |
| 1Y | +22.2% | +200.4% | -178.2% | +14.3% |
| 3Y | +249.0% | +92.2% | +156.8% | +219.7% |
| 5Y | +120.1% | -63.8% | +183.9% | +108.5% |
| All | +342.1% | -0.9% | +343.1% | +327.7% |
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