+16.2%
NSC vs IOVA
+233.9%
-217.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | -3.4% | -8.5% | +5.1% | -3.4% |
| 30D | +3.6% | -44.7% | +48.3% | +3.4% |
| 3M | -1.4% | +26.2% | -27.6% | -1.7% |
| 6M | +6.0% | +123.2% | -117.3% | +5.5% |
| YTD | +15.5% | +196.0% | -180.5% | +16.5% |
| 1Y | +16.2% | +240.9% | -224.7% | +17.3% |
| All | +16.2% | +233.9% | -217.7% | +17.3% |
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 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