+193.1%
NEM vs IOVA
-91.6%
+284.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.8% |
| 7D | +0.3% | +9.7% | -9.4% | +0.1% |
| 30D | +23.1% | +102.5% | -79.5% | +21.6% |
| 3M | +18.5% | +100.7% | -82.2% | +17.0% |
| 6M | +7.8% | +106.3% | -98.6% | +6.2% |
| YTD | +29.1% | +222.0% | -192.9% | +26.3% |
| 1Y | +72.7% | +299.5% | -226.9% | +68.1% |
| 3Y | +248.7% | +42.9% | +205.8% | +240.0% |
| 5Y | +148.7% | -65.0% | +213.7% | +144.4% |
| 10Y | +304.8% | +10.3% | +294.5% | +290.3% |
| All | +193.1% | -91.6% | +284.8% | +164.6% |
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