+153.4%
NEM vs IOVA
-63.5%
+216.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +3.9% | +5.1% | -1.2% | +3.6% |
| 30D | +12.7% | +37.2% | -24.5% | +11.0% |
| 3M | +28.7% | +117.5% | -88.8% | +23.6% |
| 6M | +9.8% | +69.6% | -59.8% | +6.1% |
| YTD | +28.1% | +218.7% | -190.6% | +20.3% |
| 1Y | +69.3% | +265.5% | -196.2% | +57.7% |
| 3Y | +247.7% | +46.2% | +201.4% | +221.5% |
| 5Y | +153.4% | -63.2% | +216.6% | +142.8% |
| All | +153.4% | -63.5% | +216.9% | +142.8% |
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