+48.5%
NOK vs IOVA
-91.6%
+140.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.6% | +2.6% |
| 7D | -1.8% | +9.7% | -11.5% | -1.9% |
| 30D | +4.7% | +102.5% | -97.8% | +3.3% |
| 3M | -39.7% | +100.7% | -140.3% | -40.5% |
| 6M | +23.1% | +106.3% | -83.3% | +21.1% |
| YTD | +55.0% | +222.0% | -167.0% | +51.2% |
| 1Y | +118.0% | +299.5% | -181.5% | +111.7% |
| 3Y | +170.5% | +42.9% | +127.6% | +163.3% |
| 5Y | +84.9% | -65.0% | +149.8% | +81.5% |
| 10Y | +112.0% | +10.3% | +101.7% | +105.7% |
| All | +48.5% | -91.6% | +140.1% | +41.8% |
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 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