+360.4%
NTAP vs IOVA
-92.3%
+452.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.2% |
| 7D | -15.1% | -5.2% | -9.9% | -15.0% |
| 30D | -28.1% | -37.8% | +9.7% | -27.5% |
| 3M | -11.4% | +29.5% | -40.9% | -12.2% |
| 6M | +52.2% | +96.6% | -44.4% | +49.2% |
| YTD | +60.4% | +194.5% | -134.1% | +55.4% |
| 1Y | +51.0% | +248.1% | -197.1% | +45.6% |
| 3Y | +135.6% | +86.1% | +49.4% | +126.8% |
| 5Y | +107.5% | -67.8% | +175.4% | +103.0% |
| 10Y | +608.6% | +38.6% | +570.0% | +580.7% |
| All | +360.4% | -92.3% | +452.7% | +330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling