+448.1%
NFLX vs IOVA
+12.2%
+435.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -0.3% | -8.5% | +8.2% | +0.4% |
| 30D | -10.0% | -44.7% | +34.7% | -6.2% |
| 3M | -17.1% | +26.2% | -43.3% | -20.4% |
| 6M | -27.7% | +123.2% | -150.9% | -35.2% |
| YTD | -32.5% | +196.0% | -228.5% | -42.1% |
| 1Y | -43.5% | +240.9% | -284.4% | -52.4% |
| 3Y | +41.4% | +103.5% | -62.1% | +10.9% |
| 5Y | -2.2% | -65.5% | +63.3% | -12.0% |
| 10Y | +448.1% | +7.0% | +441.1% | +298.9% |
| All | +448.1% | +12.2% | +435.9% | +298.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling