+160.3%
NOC vs IOVA
+7.0%
+153.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | -0.3% | -8.5% | +8.2% | -0.1% |
| 30D | +14.1% | -44.7% | +58.9% | +15.7% |
| 3M | -4.6% | +26.2% | -30.9% | -6.2% |
| 6M | +0.7% | +123.2% | -122.5% | -3.4% |
| YTD | -2.6% | +196.0% | -198.6% | -8.0% |
| 1Y | -1.0% | +240.9% | -241.9% | -7.0% |
| 3Y | +24.5% | +103.5% | -79.0% | +14.5% |
| 5Y | +64.3% | -65.5% | +129.8% | +57.5% |
| All | +160.3% | +7.0% | +153.3% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling