+344.1%
NEM vs IOVA
+0.8%
+343.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | -6.4% | -3.5% | -2.9% | -6.3% |
| 30D | +1.4% | -45.4% | +46.8% | +3.7% |
| 3M | -0.7% | +19.0% | -19.7% | -2.2% |
| 6M | -4.5% | +112.0% | -116.5% | -8.7% |
| YTD | +14.0% | +184.2% | -170.2% | +7.1% |
| 1Y | +27.3% | +222.0% | -194.7% | +18.8% |
| 3Y | +250.5% | +92.6% | +157.9% | +221.0% |
| 5Y | +121.1% | -63.2% | +184.2% | +109.2% |
| All | +344.1% | +0.8% | +343.3% | +329.3% |
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