+136.6%
NEM vs IOVA
-67.2%
+203.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.1% |
| 7D | +11.6% | -8.5% | +20.1% | +12.0% |
| 30D | +1.8% | -44.7% | +46.5% | +4.1% |
| 3M | +2.5% | +26.2% | -23.7% | +0.6% |
| 6M | +3.4% | +123.2% | -119.8% | -1.5% |
| YTD | +20.9% | +196.0% | -175.1% | +13.2% |
| 1Y | +37.2% | +240.9% | -203.7% | +27.7% |
| 3Y | +271.6% | +103.5% | +168.1% | +239.9% |
| 5Y | +136.6% | -65.5% | +202.1% | +122.5% |
| All | +136.6% | -67.2% | +203.9% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling