+300.2%
NEM vs IOVA
+3.8%
+296.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.8% |
| 7D | -3.3% | -6.4% | +3.1% | -3.0% |
| 30D | +7.8% | +25.4% | -17.6% | +6.7% |
| 3M | +36.3% | +115.3% | -79.1% | +31.2% |
| 6M | +6.6% | +56.5% | -50.0% | +3.6% |
| YTD | +27.1% | +198.2% | -171.0% | +20.0% |
| 1Y | +62.3% | +242.0% | -179.7% | +51.9% |
| 3Y | +245.1% | +36.8% | +208.3% | +221.5% |
| 5Y | +154.0% | -64.3% | +218.2% | +142.2% |
| All | +300.2% | +3.8% | +296.4% | +314.1% |
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