+322.4%
NET vs IOVA
+100.5%
+221.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.5% |
| 7D | -16.4% | -41.3% | +24.9% | -13.9% |
| 30D | -25.8% | -38.5% | +12.7% | -23.9% |
| 3M | -11.5% | +99.5% | -111.1% | -17.2% |
| 6M | +18.9% | +126.0% | -107.1% | +9.2% |
| YTD | +35.2% | +218.7% | -183.5% | +19.1% |
| 1Y | +14.5% | +378.0% | -363.6% | -2.8% |
| All | +322.4% | +100.5% | +221.9% | +218.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling