+668.4%
NSC vs IOVA
-92.3%
+760.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -3.4% | -8.5% | +5.1% | -3.3% |
| 30D | +3.6% | -44.7% | +48.3% | +4.4% |
| 3M | -1.4% | +26.2% | -27.6% | -2.1% |
| 6M | +6.0% | +123.2% | -117.3% | +3.9% |
| YTD | +15.5% | +196.0% | -180.5% | +12.4% |
| 1Y | +16.2% | +240.9% | -224.7% | +12.7% |
| 3Y | +76.9% | +103.5% | -26.6% | +70.7% |
| 5Y | +29.3% | -65.5% | +94.8% | +26.5% |
| 10Y | +298.3% | +7.0% | +291.3% | +283.4% |
| All | +668.4% | -92.3% | +760.8% | +613.7% |
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