+45.4%
NU vs IOVA
-56.4%
+101.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.6% | +0.6% |
| 7D | -4.2% | -6.4% | +2.2% | -3.4% |
| 30D | +10.0% | +25.4% | -15.4% | +6.6% |
| 3M | +29.3% | +115.3% | -86.1% | +14.5% |
| 6M | +0.9% | +56.5% | -55.6% | -7.6% |
| YTD | -10.3% | +198.2% | -208.4% | -25.8% |
| 1Y | -3.2% | +242.0% | -245.2% | -22.7% |
| 3Y | +120.6% | +36.8% | +83.8% | +71.6% |
| All | +45.4% | -56.4% | +101.8% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling