-49.7%
NRG vs IOVA
+362.8%
-412.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.5% | -12.0% | -13.5% |
| 7D | -13.7% | -41.3% | +27.5% | -13.0% |
| 30D | -13.6% | -38.5% | +24.9% | -13.0% |
| 3M | -28.5% | +99.5% | -128.1% | -30.6% |
| 6M | -45.8% | +126.0% | -171.7% | -47.8% |
| YTD | -46.9% | +218.7% | -265.6% | -48.8% |
| 1Y | -49.7% | +378.0% | -427.7% | -51.0% |
| All | -49.7% | +362.8% | -412.5% | -51.0% |
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 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