+105.6%
NTAP vs IOVA
-67.9%
+173.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.4% |
| 7D | -15.1% | -5.2% | -9.9% | -14.7% |
| 30D | -28.1% | -37.8% | +9.7% | -26.3% |
| 3M | -11.4% | +29.5% | -40.9% | -13.6% |
| 6M | +52.2% | +96.6% | -44.4% | +42.8% |
| YTD | +60.4% | +194.5% | -134.1% | +44.4% |
| 1Y | +51.0% | +248.1% | -197.1% | +33.7% |
| 3Y | +135.6% | +86.1% | +49.4% | +107.5% |
| All | +105.6% | -67.9% | +173.5% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling