+56.1%
NOC vs IOVA
-63.5%
+119.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -2.7% | +5.1% | -7.8% | -2.8% |
| 30D | -8.9% | +37.2% | -46.1% | -9.6% |
| 3M | -3.7% | +117.5% | -121.2% | -5.7% |
| 6M | -30.8% | +69.6% | -100.4% | -32.1% |
| YTD | -7.9% | +218.7% | -226.6% | -11.0% |
| 1Y | -9.4% | +265.5% | -275.0% | -12.9% |
| 3Y | +29.0% | +46.2% | -17.3% | +23.6% |
| 5Y | +56.1% | -63.2% | +119.3% | +52.0% |
| All | +56.1% | -63.5% | +119.6% | +52.0% |
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