-27.3%
NRG vs IOVA
+259.8%
-287.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.0% | +1.4% |
| 7D | -4.7% | -2.2% | -2.5% | -4.6% |
| 30D | -6.0% | +27.6% | -33.6% | -6.9% |
| 3M | -8.0% | +117.2% | -125.1% | -11.1% |
| 6M | -23.2% | +77.7% | -100.8% | -25.8% |
| YTD | -28.1% | +215.0% | -243.1% | -31.5% |
| 1Y | -27.3% | +255.4% | -282.6% | -29.2% |
| All | -27.3% | +259.8% | -287.1% | -29.2% |
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