-60.9%
NKE vs IOVA
+99.0%
-159.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | -1.6% | -3.5% | +1.9% | -1.4% |
| 30D | +7.6% | -45.4% | +53.0% | +9.3% |
| 3M | -6.9% | +19.0% | -25.9% | -8.9% |
| 6M | -8.5% | +112.0% | -120.5% | -13.6% |
| YTD | -38.8% | +184.2% | -223.0% | -43.6% |
| 1Y | -40.6% | +222.0% | -262.6% | -45.8% |
| 3Y | -60.9% | +92.6% | -153.5% | -63.0% |
| All | -60.9% | +99.0% | -159.9% | -63.0% |
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