+645.7%
NRG vs IOVA
-92.0%
+737.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -3.5% |
| 7D | +3.9% | -2.2% | +6.1% | +3.9% |
| 30D | -3.0% | +31.7% | -34.7% | -3.7% |
| 3M | -10.9% | +117.3% | -128.2% | -12.9% |
| 6M | -25.3% | +55.8% | -81.1% | -26.5% |
| YTD | -26.8% | +208.8% | -235.6% | -29.3% |
| 1Y | -23.3% | +255.7% | -279.0% | -26.3% |
| 3Y | +208.6% | +41.7% | +166.9% | +197.0% |
| 5Y | +194.1% | -64.9% | +259.0% | +186.7% |
| 10Y | +1,123.6% | +6.3% | +1,117.3% | +1,068.2% |
| All | +645.7% | -92.0% | +737.7% | +599.2% |
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 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