+1,251.4%
NOC vs IOVA
-92.6%
+1,344.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +4.8% | -3.5% | +8.3% | +4.9% |
| 30D | +11.0% | -45.4% | +56.4% | +11.5% |
| 3M | -3.8% | +19.0% | -22.8% | -4.1% |
| 6M | +0.6% | +112.0% | -111.4% | -0.4% |
| YTD | -2.3% | +184.2% | -186.5% | -3.6% |
| 1Y | +0.3% | +222.0% | -221.7% | -1.2% |
| 3Y | +24.6% | +92.6% | -67.9% | +22.4% |
| 5Y | +66.0% | -63.2% | +129.2% | +63.9% |
| 10Y | +161.2% | +2.1% | +159.1% | +155.7% |
| All | +1,251.4% | -92.6% | +1,344.0% | +1,204.0% |
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 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