-48.9%
NKE vs IOVA
+259.8%
-308.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.4% |
| 7D | -4.2% | -2.2% | -2.0% | -4.2% |
| 30D | -8.2% | +27.6% | -35.8% | -8.5% |
| 3M | -19.1% | +117.2% | -136.3% | -20.2% |
| 6M | -32.6% | +77.7% | -110.3% | -33.7% |
| YTD | -40.7% | +215.0% | -255.7% | -42.0% |
| 1Y | -48.9% | +255.4% | -304.2% | -49.2% |
| All | -48.9% | +259.8% | -308.7% | -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 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