+668.9%
NSC vs IOVA
-91.6%
+760.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -5.5% | +9.7% | -15.3% | -5.7% |
| 30D | -3.2% | +102.5% | -105.7% | -4.5% |
| 3M | +7.7% | +100.7% | -93.0% | +6.1% |
| 6M | +4.5% | +106.3% | -101.8% | +2.8% |
| YTD | +15.6% | +222.0% | -206.4% | +12.6% |
| 1Y | +19.8% | +299.5% | -279.7% | +16.1% |
| 3Y | +70.1% | +42.9% | +27.2% | +65.3% |
| 5Y | +46.1% | -65.0% | +111.1% | +43.3% |
| 10Y | +328.1% | +10.3% | +317.8% | +312.9% |
| All | +668.9% | -91.6% | +760.5% | +615.3% |
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 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