+901.9%
NUE vs IOVA
-91.6%
+993.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.6% |
| 7D | +4.2% | +9.7% | -5.5% | +4.0% |
| 30D | -5.0% | +102.5% | -107.5% | -6.4% |
| 3M | -0.2% | +100.7% | -100.9% | -1.8% |
| 6M | +49.1% | +106.3% | -57.2% | +46.4% |
| YTD | +61.0% | +222.0% | -161.0% | +56.5% |
| 1Y | +82.5% | +299.5% | -217.0% | +76.4% |
| 3Y | +57.9% | +42.9% | +15.0% | +53.1% |
| 5Y | +146.6% | -65.0% | +211.6% | +141.4% |
| 10Y | +561.6% | +10.3% | +551.3% | +534.2% |
| All | +901.9% | -91.6% | +993.5% | +813.7% |
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 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