-31.7%
NKE vs IOVA
+362.8%
-394.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +5.2% |
| 7D | +9.0% | -41.3% | +50.2% | +8.1% |
| 30D | +19.2% | -38.5% | +57.7% | +18.3% |
| 3M | -1.5% | +99.5% | -101.0% | -1.6% |
| 6M | -4.2% | +126.0% | -130.2% | -4.5% |
| YTD | -34.8% | +218.7% | -253.4% | -33.9% |
| 1Y | -31.7% | +378.0% | -409.7% | -29.7% |
| All | -31.7% | +362.8% | -394.5% | -29.7% |
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