+70.6%
NI vs IOVA
+50.0%
+20.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.3% |
| 7D | +2.3% | +5.1% | -2.8% | +2.1% |
| 30D | -1.7% | +37.2% | -38.9% | -2.9% |
| 3M | -8.0% | +117.5% | -125.5% | -11.1% |
| 6M | -8.6% | +69.6% | -78.2% | -11.2% |
| YTD | +2.3% | +218.7% | -216.3% | -3.3% |
| 1Y | +6.9% | +265.5% | -258.6% | +0.2% |
| 3Y | +70.6% | +46.2% | +24.3% | +49.2% |
| All | +70.6% | +50.0% | +20.6% | +49.2% |
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