-75.3%
NKE vs IOVA
-63.3%
-12.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -1.6% | -3.5% | +1.9% | -1.4% |
| 30D | +7.6% | -45.4% | +53.0% | +10.3% |
| 3M | -6.9% | +19.0% | -25.9% | -9.4% |
| 6M | -8.5% | +112.0% | -120.5% | -15.2% |
| YTD | -38.8% | +184.2% | -223.0% | -45.0% |
| 1Y | -40.6% | +222.0% | -262.6% | -47.3% |
| 3Y | -60.9% | +92.6% | -153.5% | -66.9% |
| All | -75.3% | -63.3% | -12.1% | -77.7% |
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 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