+203.7%
NRG vs IOVA
+36.1%
+167.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -3.0% |
| 7D | -0.2% | -6.4% | +6.3% | +0.3% |
| 30D | -6.8% | +25.4% | -32.2% | -8.4% |
| 3M | -7.1% | +115.3% | -122.5% | -13.0% |
| 6M | -27.6% | +56.5% | -84.1% | -31.0% |
| YTD | -29.2% | +198.2% | -227.4% | -36.3% |
| 1Y | -29.9% | +242.0% | -271.9% | -38.1% |
| All | +203.7% | +36.1% | +167.6% | +159.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling