+149.5%
NTAP vs IOVA
+49.0%
+100.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -0.8% | +9.7% | -10.5% | -1.3% |
| 30D | -0.5% | +102.5% | -103.1% | -5.2% |
| 3M | +4.1% | +100.7% | -96.6% | -1.1% |
| 6M | +88.0% | +106.3% | -18.4% | +76.8% |
| YTD | +75.6% | +222.0% | -146.4% | +58.6% |
| 1Y | +58.9% | +299.5% | -240.6% | +39.7% |
| All | +149.5% | +49.0% | +100.5% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling