-98.4%
NVD vs IOVA
+95.6%
-194.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -5.7% | +14.7% | +8.5% |
| 7D | +17.0% | -1.4% | +18.4% | +16.9% |
| 30D | +77.3% | -47.4% | +124.7% | +70.6% |
| 3M | +61.6% | +13.2% | +48.4% | +66.4% |
| 6M | +40.7% | +114.3% | -73.7% | +54.6% |
| YTD | -10.5% | +179.5% | -190.0% | +2.9% |
| 1Y | -6.1% | +200.4% | -206.5% | +8.9% |
| All | -98.4% | +95.6% | -194.0% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling