0.0%
NOC vs IOVA
+202.8%
-202.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.4% | -0.3% |
| 7D | +4.5% | -1.4% | +6.0% | +4.5% |
| 30D | +14.1% | -47.4% | +61.5% | +14.1% |
| 3M | -4.5% | +13.2% | -17.7% | -6.0% |
| 6M | -0.8% | +114.3% | -115.1% | -4.6% |
| YTD | -2.5% | +179.5% | -182.0% | -5.0% |
| All | 0.0% | +202.8% | -202.8% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling