+127.6%
NOK vs IOVA
+3.8%
+123.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.0% |
| 7D | +8.7% | -6.4% | +15.1% | +9.2% |
| 30D | +12.5% | +25.4% | -12.9% | +10.4% |
| 3M | -20.7% | +115.3% | -136.1% | -26.1% |
| 6M | +36.2% | +56.5% | -20.4% | +29.3% |
| YTD | +64.1% | +198.2% | -134.0% | +47.3% |
| 1Y | +132.4% | +242.0% | -109.6% | +104.8% |
| 3Y | +182.9% | +36.8% | +146.1% | +147.4% |
| 5Y | +102.8% | -64.3% | +167.0% | +88.2% |
| All | +127.6% | +3.8% | +123.8% | +89.8% |
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