+181.6%
NOK vs IOVA
+45.5%
+136.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.2% |
| 7D | +7.3% | +5.1% | +2.2% | +7.0% |
| 30D | +13.8% | +37.2% | -23.4% | +11.9% |
| 3M | -27.0% | +117.5% | -144.5% | -30.3% |
| 6M | +37.6% | +69.6% | -32.0% | +32.4% |
| YTD | +64.6% | +218.7% | -154.1% | +52.8% |
| 1Y | +132.0% | +265.5% | -133.5% | +112.9% |
| All | +181.6% | +45.5% | +136.1% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling