+68.1%
NTAP vs IOVA
+362.8%
-294.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.6% |
| 7D | -16.1% | -41.3% | +25.2% | -16.0% |
| 30D | -15.9% | -38.5% | +22.6% | -15.8% |
| 3M | -1.2% | +99.5% | -100.8% | +1.1% |
| 6M | +70.1% | +126.0% | -55.9% | +74.8% |
| YTD | +77.9% | +218.7% | -140.7% | +85.3% |
| 1Y | +68.1% | +378.0% | -309.9% | +78.1% |
| All | +68.1% | +362.8% | -294.6% | +78.1% |
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