+570.8%
NTAP vs IOVA
+12.2%
+558.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -7.8% | -8.5% | +0.7% | -7.0% |
| 30D | -25.8% | -44.7% | +18.9% | -22.6% |
| 3M | -11.2% | +26.2% | -37.5% | -14.1% |
| 6M | +49.9% | +123.2% | -73.3% | +36.3% |
| YTD | +66.9% | +196.0% | -129.1% | +45.5% |
| 1Y | +58.8% | +240.9% | -182.1% | +36.1% |
| 3Y | +140.8% | +103.5% | +37.3% | +99.3% |
| 5Y | +115.0% | -65.5% | +180.5% | +97.2% |
| 10Y | +570.8% | +7.0% | +563.8% | +431.3% |
| All | +570.8% | +12.2% | +558.6% | +431.3% |
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 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