+21.1%
NSC vs IOVA
+250.8%
-229.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.5% |
| 7D | -1.5% | +5.1% | -6.6% | -1.5% |
| 30D | -1.9% | +37.2% | -39.2% | -2.2% |
| 3M | +6.2% | +117.5% | -111.3% | +5.5% |
| 6M | +9.2% | +69.6% | -60.4% | +8.4% |
| YTD | +15.0% | +218.7% | -203.7% | +14.6% |
| 1Y | +21.1% | +265.5% | -244.5% | +21.0% |
| All | +21.1% | +250.8% | -229.7% | +21.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling