+403.8%
NTAP vs IOVA
-91.6%
+495.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -0.8% | +9.7% | -10.5% | -1.0% |
| 30D | -0.5% | +102.5% | -103.1% | -2.1% |
| 3M | +4.1% | +100.7% | -96.6% | +2.3% |
| 6M | +88.0% | +106.3% | -18.4% | +84.2% |
| YTD | +75.6% | +222.0% | -146.4% | +70.1% |
| 1Y | +58.9% | +299.5% | -240.6% | +52.9% |
| 3Y | +153.6% | +42.9% | +110.6% | +145.4% |
| 5Y | +127.6% | -65.0% | +192.6% | +122.7% |
| 10Y | +580.4% | +10.3% | +570.1% | +554.7% |
| All | +403.8% | -91.6% | +495.5% | +371.0% |
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