+146.8%
NUE vs IOVA
-64.1%
+210.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.7% |
| 7D | -2.3% | -2.2% | -0.1% | -2.2% |
| 30D | -6.1% | +31.7% | -37.8% | -7.6% |
| 3M | +1.7% | +117.3% | -115.6% | -3.3% |
| 6M | +53.1% | +55.8% | -2.7% | +47.6% |
| YTD | +59.0% | +208.8% | -149.7% | +46.7% |
| 1Y | +85.3% | +255.7% | -170.4% | +68.4% |
| 3Y | +63.2% | +41.7% | +21.6% | +48.4% |
| 5Y | +146.8% | -64.9% | +211.7% | +136.1% |
| All | +146.8% | -64.1% | +210.9% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling