+48.8%
NU vs IOVA
-52.9%
+101.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | +7.5% | +9.7% | -2.3% | +6.3% |
| 30D | +6.1% | +102.5% | -96.4% | -4.3% |
| 3M | +26.8% | +100.7% | -73.9% | +13.6% |
| 6M | +2.5% | +106.3% | -103.9% | -9.8% |
| YTD | -8.2% | +222.0% | -230.2% | -24.8% |
| 1Y | +3.4% | +299.5% | -296.2% | -19.3% |
| 3Y | +116.2% | +42.9% | +73.2% | +67.9% |
| All | +48.8% | -52.9% | +101.7% | +27.5% |
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