+590.2%
NTAP vs IOVA
+6.6%
+583.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +3.3% | +5.1% | -1.8% | +2.8% |
| 30D | -0.2% | +37.2% | -37.4% | -3.1% |
| 3M | +11.4% | +117.5% | -106.1% | +2.7% |
| 6M | +88.7% | +69.6% | +19.1% | +76.3% |
| YTD | +78.9% | +218.7% | -139.8% | +56.3% |
| 1Y | +58.8% | +265.5% | -206.7% | +35.5% |
| 3Y | +153.5% | +46.2% | +107.3% | +116.8% |
| 5Y | +136.7% | -63.2% | +200.0% | +117.5% |
| 10Y | +590.2% | +6.1% | +584.1% | +449.4% |
| All | +590.2% | +6.6% | +583.6% | +449.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling