+132.2%
NKE vs IOVA
-91.7%
+224.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.1% | +5.1% | -5.1% | -0.2% |
| 30D | -7.7% | +37.2% | -44.9% | -8.3% |
| 3M | -10.9% | +117.5% | -128.4% | -12.6% |
| 6M | -31.9% | +69.6% | -101.4% | -32.9% |
| YTD | -38.6% | +218.7% | -257.3% | -40.4% |
| 1Y | -46.9% | +265.5% | -312.5% | -48.8% |
| 3Y | -58.2% | +46.2% | -104.4% | -59.6% |
| 5Y | -74.0% | -63.2% | -10.8% | -74.6% |
| 10Y | -21.6% | +6.1% | -27.6% | -24.5% |
| All | +132.2% | -91.7% | +224.0% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling