+1,164.4%
NOC vs IOVA
-91.6%
+1,256.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.5% |
| 7D | -5.2% | +9.7% | -14.9% | -5.3% |
| 30D | -7.2% | +102.5% | -109.7% | -7.8% |
| 3M | -5.1% | +100.7% | -105.8% | -5.8% |
| 6M | -31.1% | +106.3% | -137.4% | -31.7% |
| YTD | -8.6% | +222.0% | -230.6% | -9.8% |
| 1Y | -9.7% | +299.5% | -309.3% | -11.1% |
| 3Y | +24.3% | +42.9% | -18.6% | +22.4% |
| 5Y | +52.6% | -65.0% | +117.6% | +51.0% |
| 10Y | +183.6% | +10.3% | +173.3% | +177.9% |
| All | +1,164.4% | -91.6% | +1,256.0% | +1,121.0% |
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