-75.5%
NKE vs IOVA
-66.4%
-9.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | -1.8% |
| 7D | -5.5% | -6.4% | +0.9% | -5.2% |
| 30D | -10.4% | +25.4% | -35.9% | -11.8% |
| 3M | -15.8% | +115.3% | -131.2% | -20.6% |
| 6M | -33.4% | +56.5% | -90.0% | -36.3% |
| YTD | -41.0% | +198.2% | -239.2% | -46.3% |
| 1Y | -49.1% | +242.0% | -291.1% | -54.5% |
| 3Y | -59.8% | +36.8% | -96.6% | -64.5% |
| 5Y | -75.5% | -64.3% | -11.2% | -77.5% |
| All | -75.5% | -66.4% | -9.0% | -77.5% |
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