+4.4%
NI vs IOVA
+244.9%
-240.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.5% |
| 7D | -0.6% | -6.4% | +5.9% | -0.4% |
| 30D | -1.4% | +25.4% | -26.8% | -2.1% |
| 3M | -10.6% | +115.3% | -125.9% | -13.1% |
| 6M | -9.9% | +56.5% | -66.4% | -11.8% |
| YTD | +1.2% | +198.2% | -197.0% | -3.5% |
| 1Y | +4.4% | +242.0% | -237.6% | +0.6% |
| All | +4.4% | +244.9% | -240.5% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling