+309.6%
NSC vs IOVA
+34.0%
+275.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -3.0% |
| 7D | -6.6% | -5.2% | -1.4% | -6.4% |
| 30D | +2.2% | -37.8% | +39.9% | +4.2% |
| 3M | -6.2% | +29.5% | -35.7% | -8.9% |
| 6M | +1.7% | +96.6% | -94.9% | -4.8% |
| YTD | +12.2% | +194.5% | -182.3% | +1.3% |
| 1Y | +15.4% | +248.1% | -232.6% | +2.7% |
| 3Y | +73.3% | +86.1% | -12.8% | +50.0% |
| 5Y | +24.7% | -67.8% | +92.5% | +16.8% |
| All | +309.6% | +34.0% | +275.6% | +246.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling