+112.5%
NET vs IOVA
-64.9%
+177.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -7.0% | +9.7% | -16.7% | -8.2% |
| 30D | -4.8% | +102.5% | -107.3% | -15.8% |
| 3M | +3.8% | +100.7% | -96.9% | -8.9% |
| 6M | +50.0% | +106.3% | -56.3% | +28.5% |
| YTD | +41.5% | +222.0% | -180.5% | +11.5% |
| 1Y | +32.8% | +299.5% | -266.7% | -0.8% |
| 3Y | +335.9% | +42.9% | +293.0% | +211.7% |
| All | +112.5% | -64.9% | +177.4% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling