+378.9%
NTAP vs IOVA
-92.3%
+471.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -7.8% | -8.5% | +0.7% | -7.6% |
| 30D | -25.8% | -44.7% | +18.9% | -25.0% |
| 3M | -11.2% | +26.2% | -37.5% | -11.9% |
| 6M | +49.9% | +123.2% | -73.3% | +46.6% |
| YTD | +66.9% | +196.0% | -129.1% | +61.6% |
| 1Y | +58.8% | +240.9% | -182.1% | +53.2% |
| 3Y | +140.8% | +103.5% | +37.3% | +131.5% |
| 5Y | +115.0% | -65.5% | +180.5% | +110.0% |
| 10Y | +570.8% | +7.0% | +563.8% | +545.1% |
| All | +378.9% | -92.3% | +471.2% | +347.4% |
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