+646.6%
NSC vs IOVA
-92.3%
+739.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -2.9% |
| 7D | -6.6% | -5.2% | -1.4% | -6.6% |
| 30D | +2.2% | -37.8% | +39.9% | +2.7% |
| 3M | -6.2% | +29.5% | -35.7% | -7.0% |
| 6M | +1.7% | +96.6% | -94.9% | -0.1% |
| YTD | +12.2% | +194.5% | -182.3% | +9.2% |
| 1Y | +15.4% | +248.1% | -232.6% | +11.9% |
| 3Y | +73.3% | +86.1% | -12.8% | +67.4% |
| 5Y | +24.7% | -67.8% | +92.5% | +22.1% |
| 10Y | +324.5% | +38.6% | +285.9% | +308.0% |
| All | +646.6% | -92.3% | +739.0% | +593.5% |
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