+95.8%
NI vs IOVA
-64.1%
+159.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.4% |
| 7D | +1.3% | -2.2% | +3.5% | +1.3% |
| 30D | -0.3% | +31.7% | -32.0% | -1.2% |
| 3M | -9.5% | +117.3% | -126.7% | -12.2% |
| 6M | -10.2% | +55.8% | -66.1% | -12.2% |
| YTD | +1.8% | +208.8% | -207.0% | -3.1% |
| 1Y | +5.7% | +255.7% | -250.0% | -0.2% |
| 3Y | +69.6% | +41.7% | +27.9% | +59.5% |
| 5Y | +95.8% | -64.9% | +160.7% | +84.4% |
| All | +95.8% | -64.1% | +159.9% | +84.4% |
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