+140.2%
NI vs IOVA
+9.7%
+130.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.2% |
| 7D | 0.0% | -2.2% | +2.2% | +0.1% |
| 30D | -1.4% | +27.6% | -29.0% | -2.4% |
| 3M | -10.6% | +117.2% | -127.8% | -13.8% |
| 6M | -9.3% | +77.7% | -87.0% | -12.2% |
| YTD | +1.1% | +215.0% | -213.9% | -4.7% |
| 1Y | +3.4% | +255.4% | -252.0% | -3.4% |
| 3Y | +67.9% | +42.6% | +25.3% | +56.2% |
| 5Y | +98.0% | -62.2% | +160.2% | +88.7% |
| All | +140.2% | +9.7% | +130.5% | +135.5% |
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 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