-18.6%
NRG vs IOVA
+299.5%
-318.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.0% | +5.4% | +6.4% |
| 7D | +7.1% | +9.7% | -2.6% | +6.8% |
| 30D | -1.4% | +102.5% | -104.0% | -3.9% |
| 3M | -10.5% | +100.7% | -111.1% | -13.0% |
| 6M | -26.7% | +106.3% | -133.1% | -29.5% |
| YTD | -24.5% | +222.0% | -246.5% | -27.9% |
| 1Y | -18.6% | +299.5% | -318.1% | -21.5% |
| All | -18.6% | +299.5% | -318.1% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling