+76.4%
NSC vs IOVA
+107.4%
-31.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.5% | -7.0% | +3.5% | -3.3% |
| 30D | +3.9% | -44.4% | +48.4% | +5.6% |
| 3M | -0.8% | +24.7% | -25.4% | -2.6% |
| 6M | +7.1% | +118.6% | -111.5% | +2.0% |
| YTD | +16.4% | +196.3% | -179.9% | +8.4% |
| 1Y | +16.9% | +205.3% | -188.4% | +8.5% |
| All | +76.4% | +107.4% | -31.0% | +48.2% |
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 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