+158.9%
NEM vs IOVA
-92.6%
+251.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | -6.4% | -3.5% | -2.9% | -6.4% |
| 30D | +1.4% | -45.4% | +46.8% | +2.3% |
| 3M | -0.7% | +19.0% | -19.7% | -1.2% |
| 6M | -4.5% | +112.0% | -116.5% | -6.0% |
| YTD | +14.0% | +184.2% | -170.2% | +11.5% |
| 1Y | +27.3% | +222.0% | -194.7% | +24.1% |
| 3Y | +250.5% | +92.6% | +157.9% | +240.1% |
| 5Y | +121.1% | -63.2% | +184.2% | +116.8% |
| 10Y | +358.3% | +2.1% | +356.2% | +341.6% |
| All | +158.9% | -92.6% | +251.5% | +133.6% |
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