+174.5%
NEM vs IOVA
-92.3%
+266.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.1% |
| 7D | +11.6% | -8.5% | +20.1% | +11.8% |
| 30D | +1.8% | -44.7% | +46.5% | +2.6% |
| 3M | +2.5% | +26.2% | -23.7% | +1.9% |
| 6M | +3.4% | +123.2% | -119.8% | +1.6% |
| YTD | +20.9% | +196.0% | -175.1% | +18.1% |
| 1Y | +37.2% | +240.9% | -203.7% | +33.7% |
| 3Y | +271.6% | +103.5% | +168.1% | +260.2% |
| 5Y | +136.6% | -65.5% | +202.1% | +132.2% |
| 10Y | +342.6% | +7.0% | +335.6% | +326.2% |
| All | +174.5% | -92.3% | +266.8% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling