+19.5%
NOK vs IOVA
-92.6%
+112.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.6% |
| 7D | +5.4% | -3.5% | +8.8% | +5.4% |
| 30D | -14.1% | -45.4% | +31.2% | -13.4% |
| 3M | -23.6% | +19.0% | -42.6% | -24.0% |
| 6M | -45.1% | +112.0% | -157.2% | -46.1% |
| YTD | +24.7% | +184.2% | -159.5% | +21.7% |
| 1Y | +19.0% | +222.0% | -203.0% | +15.8% |
| 3Y | +147.0% | +92.6% | +54.5% | +139.2% |
| 5Y | +58.2% | -63.2% | +121.3% | +55.0% |
| 10Y | +122.3% | +2.1% | +120.2% | +115.6% |
| All | +19.5% | -92.6% | +112.1% | +14.0% |
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