+368.3%
NET vs IOVA
+43.8%
+324.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.1% | -1.9% |
| 7D | +9.9% | -2.2% | +12.1% | +10.0% |
| 30D | -1.6% | +27.6% | -29.2% | -3.6% |
| 3M | +34.8% | +117.2% | -82.4% | +25.3% |
| 6M | +43.9% | +77.7% | -33.8% | +35.1% |
| YTD | +55.5% | +215.0% | -159.5% | +37.5% |
| 1Y | +36.5% | +255.4% | -218.9% | +18.7% |
| 3Y | +368.3% | +42.6% | +325.7% | +252.0% |
| All | +368.3% | +43.8% | +324.5% | +252.0% |
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